+20.2%
CNI vs PEGA
+46.3%
-26.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +6.1% | -4.1% | +10.3% | +6.3% |
| 3M | +0.1% | -2.8% | +3.0% | +0.2% |
| 6M | +14.9% | -0.4% | +15.4% | +14.7% |
| YTD | +30.9% | -45.4% | +76.3% | +34.2% |
| 1Y | +33.9% | -42.6% | +76.5% | +36.8% |
| 3Y | +20.2% | +45.4% | -25.2% | +12.8% |
| All | +20.2% | +46.3% | -26.1% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling