+4,872.3%
CNC vs PEGA
+3,146.2%
+1,726.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.6% | -4.1% | +5.7% | +2.2% |
| 3M | +7.9% | -2.8% | +10.7% | +8.2% |
| 6M | +21.2% | -0.4% | +21.6% | +20.2% |
| YTD | +73.2% | -45.4% | +118.6% | +87.1% |
| 1Y | +97.5% | -42.6% | +140.1% | +111.4% |
| 3Y | -1.2% | +45.4% | -46.6% | -13.8% |
| 5Y | -6.1% | -44.6% | +38.5% | -7.2% |
| 10Y | +181.3% | +91.2% | +90.1% | +118.3% |
| All | +4,872.3% | +3,146.2% | +1,726.1% | +2,522.6% |
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 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