+1,393.8%
CPAY vs PEGA
+328.2%
+1,065.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.2% |
| 7D | +0.6% | -2.4% | +3.0% | +1.2% |
| 30D | +3.6% | +9.6% | -6.0% | +1.1% |
| 3M | +16.6% | +2.3% | +14.3% | +15.0% |
| 6M | +29.5% | -23.9% | +53.4% | +36.8% |
| YTD | +35.3% | -39.8% | +75.0% | +50.2% |
| 1Y | +30.6% | -37.4% | +68.0% | +42.8% |
| 3Y | +49.7% | +53.1% | -3.4% | +22.8% |
| 5Y | +54.4% | -47.2% | +101.7% | +59.4% |
| 10Y | +142.8% | +174.3% | -31.5% | +66.6% |
| All | +1,393.8% | +328.2% | +1,065.5% | +800.7% |
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