+48.9%
CPAY vs PEGA
+49.1%
-0.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | -2.5% | -6.1% | +3.7% | -1.3% |
| 30D | +1.3% | +6.4% | -5.1% | -0.1% |
| 3M | +13.5% | +2.9% | +10.6% | +12.1% |
| 6M | +24.7% | -23.8% | +48.6% | +29.8% |
| YTD | +34.9% | -41.1% | +76.0% | +46.5% |
| 1Y | +29.7% | -38.2% | +67.9% | +39.0% |
| All | +48.9% | +49.1% | -0.1% | +34.9% |
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