+2,115.2%
COP vs PEGA
+1,035.4%
+1,079.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.9% |
| 7D | -11.5% | -4.5% | -7.0% | -11.2% |
| 30D | +5.0% | -5.7% | +10.6% | +5.3% |
| 3M | +17.5% | +2.6% | +14.9% | +17.0% |
| 6M | +16.2% | -10.6% | +26.8% | +16.6% |
| YTD | +48.8% | -45.5% | +94.3% | +53.9% |
| 1Y | +64.1% | -44.8% | +108.9% | +69.5% |
| 3Y | +25.7% | +45.5% | -19.9% | +18.5% |
| 5Y | +114.4% | -45.3% | +159.7% | +113.1% |
| 10Y | +331.7% | +102.4% | +229.3% | +292.8% |
| All | +2,115.2% | +1,035.4% | +1,079.8% | +1,626.4% |
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