+21.1%
COP vs PEGA
+55.9%
-34.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +3.0% | +3.3% | -0.3% | +2.9% |
| 30D | +17.5% | +17.7% | -0.3% | +16.8% |
| 3M | +13.4% | +5.8% | +7.6% | +13.2% |
| 6M | +17.7% | -20.3% | +38.0% | +19.0% |
| YTD | +46.6% | -37.1% | +83.7% | +50.3% |
| 1Y | +44.6% | -30.2% | +74.8% | +46.7% |
| All | +21.1% | +55.9% | -34.8% | +15.7% |
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 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