+75.7%
COPX vs PEGA
-37.1%
+112.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.0% | -9.0% | -6.9% |
| 7D | -2.9% | -5.3% | +2.4% | -3.0% |
| 30D | 0.0% | +8.3% | -8.3% | +0.2% |
| 3M | +14.8% | +8.9% | +5.9% | +15.6% |
| 6M | +7.0% | -19.7% | +26.8% | +8.9% |
| YTD | +23.8% | -39.9% | +63.7% | +29.0% |
| 1Y | +75.7% | -36.4% | +112.1% | +82.0% |
| All | +75.7% | -37.1% | +112.8% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling