+139.8%
CNP vs PEGA
+99.2%
+40.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.8% |
| 7D | -4.3% | -10.0% | +5.7% | -3.1% |
| 30D | +5.7% | -12.7% | +18.4% | +7.3% |
| 3M | +0.9% | -4.6% | +5.5% | +1.1% |
| 6M | -1.1% | -13.1% | +12.0% | -0.3% |
| YTD | +8.3% | -47.6% | +55.8% | +15.7% |
| 1Y | +5.9% | -47.0% | +52.9% | +12.9% |
| 3Y | +64.6% | +42.0% | +22.6% | +40.5% |
| 5Y | +74.6% | -47.8% | +122.4% | +83.5% |
| 10Y | +139.8% | +92.0% | +47.9% | +91.4% |
| All | +139.8% | +99.2% | +40.7% | +91.4% |
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