+314.1%
COPX vs PEGA
+97.3%
+216.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -14.3% | -4.1% | -10.2% | -13.8% |
| 3M | -19.0% | -2.8% | -16.2% | -19.2% |
| 6M | -24.4% | -0.4% | -24.0% | -26.0% |
| YTD | -3.2% | -45.4% | +42.1% | +8.4% |
| 1Y | +15.2% | -42.6% | +57.8% | +27.1% |
| 3Y | +127.6% | +45.4% | +82.2% | +75.1% |
| 5Y | +106.0% | -44.6% | +150.6% | +114.8% |
| All | +314.1% | +97.3% | +216.8% | +165.1% |
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