+6,479.7%
CNI vs PEGA
+427.1%
+6,052.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.7% |
| 30D | -2.5% | +9.6% | -12.1% | -3.4% |
| 3M | +2.7% | +2.3% | +0.4% | +2.2% |
| 6M | +16.9% | -23.9% | +40.8% | +19.0% |
| YTD | +26.3% | -39.8% | +66.1% | +30.7% |
| 1Y | +31.1% | -37.4% | +68.5% | +34.9% |
| 3Y | +21.1% | +53.1% | -32.1% | +12.5% |
| 5Y | +11.0% | -47.2% | +58.3% | +10.9% |
| 10Y | +128.1% | +174.3% | -46.2% | +97.4% |
| All | +6,479.7% | +427.1% | +6,052.6% | +4,427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling