+88.3%
CNC vs PEGA
+175.1%
-86.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.5% |
| 7D | -4.9% | -6.1% | +1.3% | -4.0% |
| 30D | -3.8% | +6.4% | -10.2% | -4.8% |
| 3M | -3.2% | +2.9% | -6.2% | -4.2% |
| 6M | +47.9% | -23.8% | +71.7% | +52.7% |
| YTD | +55.7% | -41.1% | +96.7% | +66.3% |
| 1Y | +106.2% | -38.2% | +144.5% | +117.4% |
| 3Y | -2.1% | +49.8% | -51.9% | -16.3% |
| 5Y | +3.4% | -48.0% | +51.4% | +12.3% |
| All | +88.3% | +175.1% | -86.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling