+37.0%
CNI vs PEGA
-44.4%
+81.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +3.7% | -2.9% | +6.6% | +3.8% |
| 30D | +8.1% | -0.5% | +8.6% | +8.1% |
| 3M | +1.9% | +8.5% | -6.6% | +1.7% |
| 6M | +19.2% | -6.3% | +25.5% | +19.1% |
| YTD | +32.7% | -42.2% | +74.9% | +29.0% |
| 1Y | +37.0% | -43.4% | +80.4% | +34.8% |
| All | +37.0% | -44.4% | +81.4% | +34.8% |
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