+34.4%
CNH vs PEGA
-47.6%
+82.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.9% | +14.8% | +10.6% |
| 7D | +8.6% | -10.0% | +18.5% | +7.7% |
| 30D | +12.6% | -12.7% | +25.2% | +11.5% |
| 3M | +17.5% | -4.6% | +22.1% | +17.7% |
| 6M | +18.1% | -13.1% | +31.2% | +17.7% |
| YTD | +40.4% | -47.6% | +88.0% | +42.2% |
| All | +34.4% | -47.6% | +82.0% | +35.9% |
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 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