+56.7%
CPAY vs PEGA
-47.2%
+103.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -2.7% | -5.3% | +2.6% | -1.5% |
| 30D | +0.6% | +8.3% | -7.7% | -1.3% |
| 3M | +17.0% | +8.9% | +8.1% | +14.1% |
| 6M | +24.1% | -19.7% | +43.9% | +28.7% |
| YTD | +35.7% | -39.9% | +75.6% | +48.7% |
| 1Y | +34.0% | -36.4% | +70.4% | +44.3% |
| 3Y | +50.3% | +52.8% | -2.5% | +27.5% |
| 5Y | +56.7% | -45.7% | +102.3% | +71.0% |
| All | +56.7% | -47.2% | +103.8% | +71.0% |
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 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