+131.5%
CNP vs PEGA
+175.4%
-43.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.6% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | -0.8% | +9.6% | -10.4% | -2.0% |
| 3M | -3.6% | +2.3% | -5.9% | -4.3% |
| 6M | -6.9% | -23.9% | +16.9% | -4.5% |
| YTD | +6.4% | -39.8% | +46.2% | +12.2% |
| 1Y | +9.9% | -37.4% | +47.4% | +14.8% |
| 3Y | +53.1% | +53.1% | 0.0% | +30.3% |
| 5Y | +72.0% | -47.2% | +119.2% | +84.7% |
| 10Y | +131.5% | +174.3% | -42.8% | +54.3% |
| All | +131.5% | +175.4% | -43.9% | +54.3% |
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