+8.8%
CNI vs PEGA
-44.5%
+53.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +6.1% | -4.1% | +10.3% | +6.4% |
| 3M | +0.1% | -2.8% | +3.0% | +0.2% |
| 6M | +14.9% | -0.4% | +15.4% | +14.4% |
| YTD | +30.9% | -45.4% | +76.3% | +36.6% |
| 1Y | +33.9% | -42.6% | +76.5% | +39.0% |
| 3Y | +20.2% | +45.4% | -25.2% | +9.0% |
| All | +8.8% | -44.5% | +53.3% | +9.7% |
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