+104.4%
COST vs PEGA
-48.2%
+152.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | -2.8% | -6.1% | +3.3% | -2.2% |
| 30D | -5.3% | +6.4% | -11.7% | -5.9% |
| 3M | -6.7% | +2.9% | -9.6% | -7.2% |
| 6M | -9.9% | -23.8% | +13.9% | -8.2% |
| YTD | +5.1% | -41.1% | +46.2% | +9.5% |
| 1Y | -7.3% | -38.2% | +30.9% | -4.2% |
| 3Y | +70.4% | +49.8% | +20.5% | +53.8% |
| 5Y | +104.4% | -48.0% | +152.4% | +113.4% |
| All | +104.4% | -48.2% | +152.6% | +113.4% |
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