+190.5%
COPX vs PEGA
+312.8%
-122.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -4.0% | +3.3% | -7.3% | -4.8% |
| 30D | +4.5% | +17.7% | -13.2% | 0.0% |
| 3M | +0.8% | +5.8% | -5.0% | -2.0% |
| 6M | +3.2% | -20.3% | +23.4% | +7.3% |
| YTD | +26.7% | -37.1% | +63.9% | +38.5% |
| 1Y | +85.7% | -30.2% | +115.9% | +95.6% |
| 3Y | +151.2% | +48.1% | +103.1% | +97.3% |
| 5Y | +170.0% | -46.8% | +216.8% | +175.5% |
| 10Y | +572.9% | +191.3% | +381.6% | +290.9% |
| All | +190.5% | +312.8% | -122.3% | +39.7% |
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 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