+181.4%
COR vs PEGA
-45.3%
+226.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.7% |
| 7D | +0.8% | -4.5% | +5.3% | +0.9% |
| 30D | +5.1% | -5.7% | +10.8% | +5.3% |
| 3M | +2.8% | +2.7% | +0.2% | +2.8% |
| 6M | +32.5% | -10.5% | +43.1% | +32.6% |
| YTD | -0.7% | -45.4% | +44.8% | -0.1% |
| 1Y | -6.7% | -44.7% | +38.0% | -6.2% |
| 3Y | +73.7% | +45.7% | +28.1% | +71.9% |
| All | +181.4% | -45.3% | +226.6% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling