+257.6%
CP vs PEGA
+99.2%
+158.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.7% |
| 7D | +2.8% | -10.0% | +12.8% | +4.6% |
| 30D | +11.3% | -12.7% | +24.0% | +13.8% |
| 3M | +2.9% | -4.6% | +7.4% | +3.2% |
| 6M | +9.8% | -13.1% | +22.9% | +11.2% |
| YTD | +28.5% | -47.6% | +76.1% | +40.9% |
| 1Y | +33.5% | -47.0% | +80.5% | +45.8% |
| 3Y | +31.9% | +42.0% | -10.1% | +9.7% |
| 5Y | +25.5% | -47.8% | +73.3% | +31.5% |
| 10Y | +257.6% | +92.0% | +165.6% | +167.6% |
| All | +257.6% | +99.2% | +158.4% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling