+324.8%
COPX vs PEGA
+94.9%
+229.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | +1.1% | -4.6% | +5.7% | +2.1% |
| 30D | -15.9% | -6.8% | -9.1% | -14.8% |
| 3M | -19.6% | +2.6% | -22.1% | -20.9% |
| 6M | -21.5% | -5.4% | -16.1% | -22.2% |
| YTD | -0.8% | -46.0% | +45.3% | +11.5% |
| 1Y | +15.2% | -45.6% | +60.8% | +28.9% |
| 3Y | +134.7% | +43.2% | +91.6% | +81.3% |
| 5Y | +111.3% | -45.3% | +156.6% | +120.9% |
| All | +324.8% | +94.9% | +229.8% | +172.7% |
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 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