+104.9%
CNC vs PEGA
-38.4%
+143.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.8% |
| 7D | -4.9% | -6.1% | +1.3% | -4.7% |
| 30D | -3.8% | +6.4% | -10.2% | -3.8% |
| 3M | -3.2% | +2.9% | -6.2% | -3.3% |
| 6M | +47.9% | -23.8% | +71.7% | +48.8% |
| YTD | +55.7% | -41.1% | +96.7% | +58.0% |
| All | +104.9% | -38.4% | +143.2% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling