+140.6%
CNP vs PEGA
+94.9%
+45.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +2.5% | -4.6% | +7.0% | +3.0% |
| 30D | +4.0% | -6.8% | +10.8% | +4.8% |
| 3M | +1.6% | +2.6% | -0.9% | +1.0% |
| 6M | -1.7% | -5.4% | +3.7% | -2.0% |
| YTD | +8.6% | -46.0% | +54.7% | +15.8% |
| 1Y | +5.8% | -45.6% | +51.4% | +12.4% |
| 3Y | +63.0% | +43.2% | +19.9% | +39.1% |
| 5Y | +74.7% | -45.3% | +119.9% | +81.9% |
| All | +140.6% | +94.9% | +45.6% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling