+68.0%
CNH vs PEGA
+297.9%
-229.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +23.3% | +3.3% | +20.0% | +22.5% |
| 30D | +33.5% | +17.7% | +15.7% | +28.7% |
| 3M | +32.7% | +5.8% | +26.9% | +29.8% |
| 6M | +22.2% | -20.3% | +42.4% | +26.1% |
| YTD | +57.7% | -37.1% | +94.8% | +70.0% |
| 1Y | +28.0% | -30.2% | +58.2% | +33.7% |
| 3Y | +11.5% | +48.1% | -36.6% | -9.4% |
| 5Y | +11.9% | -46.8% | +58.7% | +17.6% |
| 10Y | +162.8% | +191.3% | -28.5% | +68.1% |
| All | +68.0% | +297.9% | -229.9% | 0.0% |
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