-45.0%
CPB vs PEGA
+175.4%
-220.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +1.9% |
| 7D | -8.2% | -2.4% | -5.8% | -8.2% |
| 30D | -5.6% | +9.6% | -15.2% | -5.9% |
| 3M | +3.0% | +2.3% | +0.6% | +2.7% |
| 6M | -12.7% | -23.9% | +11.2% | -12.5% |
| YTD | -18.0% | -39.8% | +21.8% | -17.5% |
| 1Y | -31.7% | -37.4% | +5.7% | -31.4% |
| 3Y | -41.0% | +53.1% | -94.1% | -42.0% |
| 5Y | -38.4% | -47.2% | +8.8% | -36.7% |
| 10Y | -45.0% | +174.3% | -219.3% | -51.4% |
| All | -45.0% | +175.4% | -220.3% | -51.4% |
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