+122.8%
COST vs PEGA
-45.0%
+167.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.2% |
| 7D | +2.5% | -4.6% | +7.1% | +2.9% |
| 30D | +14.6% | -6.8% | +21.4% | +15.2% |
| 3M | +15.2% | +2.6% | +12.6% | +14.7% |
| 6M | +7.2% | -5.4% | +12.6% | +7.1% |
| YTD | +27.4% | -46.0% | +73.4% | +33.5% |
| 1Y | +20.2% | -45.6% | +65.8% | +25.7% |
| 3Y | +96.9% | +43.2% | +53.7% | +78.0% |
| 5Y | +122.8% | -45.3% | +168.1% | +129.4% |
| All | +122.8% | -45.0% | +167.8% | +129.4% |
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