+13,436.3%
COR vs PEGA
+1,036.4%
+12,399.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | +0.8% | -4.5% | +5.3% | +1.0% |
| 30D | +5.1% | -5.7% | +10.8% | +5.4% |
| 3M | +2.8% | +2.7% | +0.2% | +2.6% |
| 6M | +32.5% | -10.5% | +43.1% | +32.9% |
| YTD | -0.7% | -45.4% | +44.8% | +1.6% |
| 1Y | -6.7% | -44.7% | +38.0% | -4.6% |
| 3Y | +73.7% | +45.7% | +28.1% | +67.4% |
| 5Y | +177.9% | -45.3% | +223.1% | +177.1% |
| 10Y | +533.8% | +102.6% | +431.2% | +494.2% |
| All | +13,436.3% | +1,036.4% | +12,399.9% | +11,333.8% |
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