+298.3%
COP vs PEGA
+99.2%
+199.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.7% |
| 7D | -8.4% | -10.0% | +1.6% | -7.0% |
| 30D | +0.3% | -12.7% | +13.0% | +2.2% |
| 3M | +15.1% | -4.6% | +19.7% | +15.4% |
| 6M | +19.8% | -13.1% | +32.9% | +21.0% |
| YTD | +46.8% | -47.6% | +94.4% | +59.8% |
| 1Y | +59.7% | -47.0% | +106.8% | +73.2% |
| 3Y | +28.7% | +42.0% | -13.3% | +7.5% |
| 5Y | +110.7% | -47.8% | +158.5% | +126.0% |
| 10Y | +298.3% | +92.0% | +206.3% | +168.0% |
| All | +298.3% | +99.2% | +199.1% | +168.0% |
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