+12.2%
CNI vs PEGA
-48.2%
+60.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | +0.9% | -6.1% | +7.0% | +1.4% |
| 30D | -2.1% | +6.4% | -8.5% | -2.7% |
| 3M | +1.8% | +2.9% | -1.1% | +1.3% |
| 6M | +14.8% | -23.8% | +38.6% | +17.0% |
| YTD | +25.4% | -41.1% | +66.4% | +30.3% |
| 1Y | +32.9% | -38.2% | +71.2% | +37.2% |
| 3Y | +20.2% | +49.8% | -29.7% | +8.8% |
| 5Y | +12.2% | -48.0% | +60.2% | +22.5% |
| All | +12.2% | -48.2% | +60.3% | +22.5% |
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