+149.5%
CNH vs PEGA
+175.4%
-25.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -4.7% |
| 7D | +8.8% | -2.4% | +11.2% | +9.4% |
| 30D | +24.7% | +9.6% | +15.0% | +22.1% |
| 3M | +27.3% | +2.3% | +25.0% | +25.5% |
| 6M | +23.2% | -23.9% | +47.0% | +28.5% |
| YTD | +48.9% | -39.8% | +88.7% | +62.3% |
| 1Y | +19.4% | -37.4% | +56.8% | +28.1% |
| 3Y | +7.8% | +53.1% | -45.4% | -14.3% |
| 5Y | +8.7% | -47.2% | +56.0% | +18.9% |
| 10Y | +149.5% | +174.3% | -24.8% | +55.1% |
| All | +149.5% | +175.4% | -25.9% | +55.1% |
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