+242.0%
COF vs PEGA
+184.6%
+57.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -5.1% | -3.0% | -2.1% | -4.3% |
| 30D | -6.0% | +15.9% | -21.9% | -10.4% |
| 3M | +14.8% | +10.8% | +4.0% | +9.8% |
| 6M | +15.3% | -16.5% | +31.8% | +19.5% |
| YTD | -13.0% | -39.0% | +26.0% | -1.6% |
| 1Y | -5.7% | -37.3% | +31.6% | +5.0% |
| 3Y | +118.1% | +59.2% | +59.0% | +63.5% |
| 5Y | +46.2% | -44.9% | +91.1% | +57.0% |
| All | +242.0% | +184.6% | +57.4% | +106.8% |
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