-31.7%
CPB vs PEGA
-35.6%
+3.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.2% |
| 7D | -8.2% | -2.4% | -5.8% | -8.0% |
| 30D | -5.6% | +9.6% | -15.2% | -6.5% |
| 3M | +3.0% | +2.3% | +0.6% | +1.3% |
| 6M | -12.7% | -23.9% | +11.2% | -13.7% |
| YTD | -18.0% | -39.8% | +21.8% | -18.7% |
| 1Y | -31.7% | -37.4% | +5.7% | -32.2% |
| All | -31.7% | -35.6% | +3.8% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling