+221.2%
CP vs PEGA
+191.9%
+29.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.7% | +3.3% | -6.0% | -3.2% |
| 30D | +0.2% | +17.7% | -17.6% | -2.7% |
| 3M | +2.6% | +5.8% | -3.2% | +0.9% |
| 6M | +6.0% | -20.3% | +26.2% | +9.0% |
| YTD | +24.9% | -37.1% | +62.1% | +33.0% |
| 1Y | +20.1% | -30.2% | +50.3% | +24.6% |
| 3Y | +16.4% | +48.1% | -31.7% | -2.5% |
| 5Y | +31.7% | -46.8% | +78.5% | +40.8% |
| All | +221.2% | +191.9% | +29.3% | +116.9% |
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