+796.4%
CNP vs PEGA
+1,209.2%
-412.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.1% | +3.3% | -2.2% | +0.9% |
| 30D | -1.8% | +17.7% | -19.6% | -2.6% |
| 3M | -4.6% | +5.8% | -10.4% | -5.1% |
| 6M | -8.8% | -20.3% | +11.4% | -8.2% |
| YTD | +5.2% | -37.1% | +42.4% | +6.9% |
| 1Y | +8.3% | -30.2% | +38.5% | +9.4% |
| 3Y | +54.9% | +48.1% | +6.8% | +49.0% |
| 5Y | +73.5% | -46.8% | +120.3% | +72.9% |
| 10Y | +139.1% | +191.3% | -52.2% | +123.0% |
| All | +796.4% | +1,209.2% | -412.8% | +723.0% |
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 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