+47.8%
COF vs PEGA
-48.2%
+96.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.9% |
| 7D | -2.7% | -6.1% | +3.5% | -1.2% |
| 30D | -3.4% | +6.4% | -9.8% | -5.0% |
| 3M | +15.4% | +2.9% | +12.5% | +13.6% |
| 6M | +14.4% | -23.8% | +38.3% | +20.4% |
| YTD | -12.0% | -41.1% | +29.1% | -2.3% |
| 1Y | -3.7% | -38.2% | +34.5% | +5.1% |
| 3Y | +121.1% | +49.8% | +71.2% | +83.9% |
| 5Y | +47.8% | -48.0% | +95.8% | +59.7% |
| All | +47.8% | -48.2% | +96.0% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling