+32.4%
CNI vs PEGA
-36.0%
+68.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.9% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -2.7% | +15.9% | -18.6% | -2.9% |
| 3M | +3.9% | +10.8% | -6.9% | +3.8% |
| 6M | +16.4% | -16.5% | +32.9% | +16.3% |
| YTD | +25.8% | -39.0% | +64.8% | +24.9% |
| 1Y | +32.4% | -37.3% | +69.7% | +30.1% |
| All | +32.4% | -36.0% | +68.4% | +30.1% |
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 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