+15.1%
CNH vs PEGA
-45.7%
+60.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +23.3% | +3.3% | +20.0% | +22.9% |
| 30D | +33.5% | +17.7% | +15.7% | +30.9% |
| 3M | +32.7% | +5.8% | +26.9% | +31.4% |
| 6M | +22.2% | -20.3% | +42.4% | +24.8% |
| YTD | +57.7% | -37.1% | +94.8% | +65.7% |
| 1Y | +28.0% | -30.2% | +58.2% | +31.9% |
| 3Y | +11.5% | +48.1% | -36.6% | -0.3% |
| All | +15.1% | -45.7% | +60.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling