+37.9%
CP vs PEGA
+41.6%
-3.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.7% | -8.6% | +8.0% | -0.1% |
| 30D | +9.6% | -10.1% | +19.7% | +10.3% |
| 3M | +2.2% | -4.7% | +7.0% | +2.4% |
| 6M | +11.1% | -8.0% | +19.1% | +11.3% |
| YTD | +28.2% | -47.1% | +75.3% | +33.2% |
| 1Y | +32.2% | -47.5% | +79.6% | +37.4% |
| All | +37.9% | +41.6% | -3.7% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling