+113.0%
COP vs PEGA
-45.3%
+158.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.8% |
| 7D | -11.5% | -4.5% | -7.0% | -11.3% |
| 30D | +5.0% | -5.7% | +10.6% | +5.2% |
| 3M | +17.5% | +2.6% | +14.9% | +17.2% |
| 6M | +16.2% | -10.6% | +26.8% | +16.6% |
| YTD | +48.8% | -45.5% | +94.3% | +53.4% |
| 1Y | +64.1% | -44.8% | +108.9% | +68.9% |
| 3Y | +25.7% | +45.5% | -19.9% | +18.8% |
| All | +113.0% | -45.3% | +158.3% | +121.5% |
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