+2,082.5%
COP vs PEGA
+1,209.2%
+873.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +3.0% | +3.3% | -0.3% | +2.8% |
| 30D | +17.5% | +17.7% | -0.3% | +16.0% |
| 3M | +13.4% | +5.8% | +7.6% | +12.5% |
| 6M | +17.7% | -20.3% | +38.0% | +19.0% |
| YTD | +46.6% | -37.1% | +83.7% | +50.2% |
| 1Y | +44.6% | -30.2% | +74.8% | +46.7% |
| 3Y | +20.7% | +48.1% | -27.4% | +13.8% |
| 5Y | +185.0% | -46.8% | +231.8% | +184.3% |
| 10Y | +347.0% | +191.3% | +155.7% | +297.7% |
| All | +2,082.5% | +1,209.2% | +873.3% | +1,585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling