+4,802.6%
CNC vs PEGA
+3,107.2%
+1,695.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -5.3% | -4.6% | -0.7% | -4.5% |
| 30D | +2.0% | -6.8% | +8.9% | +3.1% |
| 3M | +4.8% | +2.6% | +2.2% | +4.1% |
| 6M | +18.5% | -5.4% | +23.8% | +18.5% |
| YTD | +70.8% | -46.0% | +116.8% | +84.8% |
| 1Y | +94.1% | -45.6% | +139.7% | +109.6% |
| 3Y | -2.2% | +43.2% | -45.4% | -14.4% |
| 5Y | -7.4% | -45.3% | +37.9% | -8.3% |
| 10Y | +177.3% | +88.9% | +88.4% | +115.6% |
| All | +4,802.6% | +3,107.2% | +1,695.4% | +2,490.7% |
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 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