+149.2%
CPAY vs PEGA
+184.6%
-35.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.1% |
| 30D | -0.4% | +15.9% | -16.3% | -4.5% |
| 3M | +16.4% | +10.8% | +5.5% | +12.1% |
| 6M | +23.5% | -16.5% | +40.0% | +28.0% |
| YTD | +35.7% | -39.0% | +74.7% | +51.9% |
| 1Y | +30.2% | -37.3% | +67.4% | +43.6% |
| 3Y | +49.7% | +59.2% | -9.4% | +16.5% |
| 5Y | +56.6% | -44.9% | +101.4% | +67.4% |
| All | +149.2% | +184.6% | -35.4% | +51.3% |
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