+262.2%
CP vs PEGA
+94.9%
+167.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.7% |
| 30D | +10.3% | -6.8% | +17.2% | +11.5% |
| 3M | +2.3% | +2.6% | -0.3% | +1.4% |
| 6M | +10.7% | -5.4% | +16.1% | +10.5% |
| YTD | +29.3% | -46.0% | +75.4% | +41.1% |
| 1Y | +31.5% | -45.6% | +77.1% | +43.0% |
| 3Y | +36.7% | +43.2% | -6.4% | +13.6% |
| 5Y | +26.8% | -45.3% | +72.1% | +31.5% |
| All | +262.2% | +94.9% | +167.3% | +155.0% |
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