+135.3%
COPX vs PEGA
+247.1%
-111.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.5% | -8.6% | +7.1% | +0.6% |
| 30D | -14.0% | -10.1% | -3.9% | -12.0% |
| 3M | -17.1% | -4.7% | -12.4% | -17.0% |
| 6M | -15.9% | -8.0% | -7.9% | -16.2% |
| YTD | +2.6% | -47.1% | +49.8% | +16.2% |
| 1Y | +21.6% | -47.5% | +69.1% | +37.8% |
| 3Y | +142.7% | +40.2% | +102.4% | +91.0% |
| 5Y | +122.2% | -45.7% | +168.0% | +120.1% |
| 10Y | +338.8% | +85.1% | +253.7% | +187.9% |
| All | +135.3% | +247.1% | -111.9% | +17.3% |
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