+4,577.2%
CNC vs PEGA
+3,636.4%
+940.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | +3.5% | +3.3% | +0.2% | +3.0% |
| 30D | +0.1% | +17.7% | -17.7% | -2.6% |
| 3M | +6.9% | +5.8% | +1.1% | +5.2% |
| 6M | +49.0% | -20.3% | +69.3% | +52.8% |
| YTD | +62.9% | -37.1% | +100.1% | +72.4% |
| 1Y | +134.0% | -30.2% | +164.2% | +142.0% |
| 3Y | +9.4% | +48.1% | -38.7% | -4.7% |
| 5Y | +4.1% | -46.8% | +50.9% | +4.1% |
| 10Y | +95.4% | +191.3% | -95.9% | +41.3% |
| All | +4,577.2% | +3,636.4% | +940.8% | +2,315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling