+486.6%
COR vs PEGA
+92.7%
+393.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +2.4% | -8.2% | +10.6% | +3.3% |
| 30D | +7.7% | -11.6% | +19.2% | +8.9% |
| 3M | +7.5% | -4.2% | +11.7% | +7.8% |
| 6M | +34.1% | -12.0% | +46.1% | +35.1% |
| YTD | +3.9% | -46.9% | +50.8% | +9.3% |
| 1Y | -3.6% | -47.0% | +43.3% | +1.3% |
| 3Y | +80.5% | +40.9% | +39.6% | +62.5% |
| 5Y | +194.9% | -45.4% | +240.2% | +213.0% |
| 10Y | +486.6% | +95.9% | +390.7% | +404.5% |
| All | +486.6% | +92.7% | +393.9% | +404.5% |
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