+94.7%
COF vs PEGA
+46.3%
+48.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.4% | -4.1% | +4.5% | +1.0% |
| 3M | -12.5% | -2.8% | -9.7% | -12.5% |
| 6M | +8.3% | -0.4% | +8.7% | +7.1% |
| YTD | -18.6% | -45.4% | +26.8% | -10.0% |
| 1Y | -8.6% | -42.6% | +34.0% | -0.2% |
| 3Y | +94.7% | +45.4% | +49.3% | +80.9% |
| All | +94.7% | +46.3% | +48.3% | +80.9% |
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