+69.5%
COST vs PEGA
+52.4%
+17.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | -3.2% | -2.4% | -0.8% | -3.1% |
| 30D | -4.0% | +9.6% | -13.6% | -4.4% |
| 3M | -6.5% | +2.3% | -8.8% | -6.8% |
| 6M | -8.5% | -23.9% | +15.4% | -7.7% |
| YTD | +6.0% | -39.8% | +45.8% | +8.3% |
| 1Y | -5.8% | -37.4% | +31.6% | -4.2% |
| All | +69.5% | +52.4% | +17.1% | +62.6% |
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