+24.4%
CP vs PEGA
-45.3%
+69.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.4% |
| 7D | +2.8% | -4.5% | +7.3% | +3.2% |
| 30D | +10.2% | -5.7% | +15.9% | +10.7% |
| 3M | +2.4% | +2.6% | -0.2% | +1.9% |
| 6M | +7.7% | -10.6% | +18.3% | +8.2% |
| YTD | +26.0% | -45.5% | +71.5% | +32.4% |
| 1Y | +34.6% | -44.8% | +79.4% | +41.1% |
| 3Y | +26.7% | +45.5% | -18.9% | +14.2% |
| All | +24.4% | -45.3% | +69.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling