+61.1%
CNP vs PEGA
+43.4%
+17.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.7% |
| 7D | -4.2% | -4.5% | +0.3% | -4.2% |
| 30D | +5.5% | -5.7% | +11.2% | +5.5% |
| 3M | +0.6% | +2.6% | -2.0% | +0.6% |
| 6M | -2.8% | -10.6% | +7.8% | -2.8% |
| YTD | +7.9% | -45.5% | +53.3% | +8.3% |
| 1Y | +6.7% | -44.8% | +51.4% | +7.0% |
| 3Y | +61.1% | +45.5% | +15.6% | +50.0% |
| All | +61.1% | +43.4% | +17.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling