+6,738.7%
CP vs PEGA
+1,035.4%
+5,703.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.5% |
| 1Y | +34.6% | -44.8% | +79.4% | +40.2% |
| 3Y | +26.7% | +45.5% | -18.9% | +18.2% |
| 5Y | +24.9% | -45.3% | +70.2% | +24.4% |
| 10Y | +258.6% | +102.4% | +156.2% | +218.8% |
| All | +6,738.7% | +1,035.4% | +5,703.3% | +4,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling