+96.5%
COST vs PEGA
+44.6%
+51.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.3% |
| 7D | +2.5% | -4.6% | +7.1% | +2.7% |
| 30D | +14.6% | -6.8% | +21.4% | +14.9% |
| 3M | +15.2% | +2.6% | +12.6% | +15.0% |
| 6M | +7.2% | -5.4% | +12.6% | +7.1% |
| YTD | +27.4% | -46.0% | +73.4% | +30.6% |
| 1Y | +20.2% | -45.6% | +65.8% | +23.1% |
| All | +96.5% | +44.6% | +51.9% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling