+329.9%
COP vs PEGA
+94.9%
+234.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | +3.4% | -4.6% | +8.0% | +4.1% |
| 30D | -0.6% | -6.8% | +6.2% | +0.3% |
| 3M | +10.8% | +2.6% | +8.2% | +9.8% |
| 6M | +19.6% | -5.4% | +25.0% | +19.2% |
| YTD | +52.9% | -46.0% | +99.0% | +65.8% |
| 1Y | +62.2% | -45.6% | +107.8% | +75.3% |
| 3Y | +32.4% | +43.2% | -10.8% | +10.5% |
| 5Y | +129.7% | -45.3% | +175.0% | +143.5% |
| All | +329.9% | +94.9% | +234.9% | +172.2% |
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