+168.1%
COPX vs PEGA
+49.1%
+119.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | +6.0% | -6.1% | +12.1% | +6.6% |
| 30D | +6.4% | +6.4% | 0.0% | +5.7% |
| 3M | +19.3% | +2.9% | +16.4% | +18.6% |
| 6M | +16.2% | -23.8% | +40.1% | +19.5% |
| YTD | +33.2% | -41.1% | +74.2% | +41.1% |
| 1Y | +90.2% | -38.2% | +128.5% | +99.4% |
| All | +168.1% | +49.1% | +119.0% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling