-1.5%
COF vs PEGA
-30.0%
+28.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +1.8% | +3.3% | -1.5% | +1.3% |
| 30D | -0.6% | +17.7% | -18.3% | -3.3% |
| 3M | +20.3% | +5.8% | +14.5% | +18.7% |
| 6M | +13.0% | -20.3% | +33.3% | +16.9% |
| YTD | -8.3% | -37.1% | +28.8% | -1.6% |
| 1Y | -1.5% | -30.2% | +28.7% | +2.5% |
| All | -1.5% | -30.0% | +28.5% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling