-40.5%
CPB vs PEGA
+99.2%
-139.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -1.0% |
| 7D | +3.3% | -10.0% | +13.2% | +3.6% |
| 30D | +19.0% | -12.7% | +31.7% | +19.5% |
| 3M | +0.4% | -4.6% | +5.0% | +0.6% |
| 6M | +13.0% | -13.1% | +26.1% | +13.2% |
| YTD | -12.7% | -47.6% | +34.8% | -11.9% |
| 1Y | -20.9% | -47.0% | +26.1% | -20.2% |
| 3Y | -35.4% | +42.0% | -77.4% | -36.4% |
| 5Y | -32.3% | -47.8% | +15.6% | -30.6% |
| 10Y | -40.5% | +92.0% | -132.5% | -45.4% |
| All | -40.5% | +99.2% | -139.7% | -45.4% |
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