+250.9%
CP vs PEGA
+101.4%
+149.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.1% |
| 7D | +2.8% | -4.5% | +7.3% | +3.6% |
| 30D | +10.2% | -5.7% | +15.9% | +11.2% |
| 3M | +2.4% | +2.6% | -0.2% | +1.5% |
| 6M | +7.7% | -10.6% | +18.3% | +8.6% |
| YTD | +26.0% | -45.5% | +71.5% | +37.2% |
| 1Y | +34.6% | -44.8% | +79.4% | +46.1% |
| 3Y | +26.7% | +45.5% | -18.9% | +5.1% |
| 5Y | +24.9% | -45.3% | +70.2% | +29.7% |
| All | +250.9% | +101.4% | +149.5% | +163.0% |
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