-41.5%
CPB vs PEGA
+55.9%
-97.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.4% |
| 7D | -8.6% | +3.3% | -11.9% | -8.7% |
| 30D | -7.2% | +17.7% | -25.0% | -7.7% |
| 3M | +0.9% | +5.8% | -4.9% | +0.3% |
| 6M | -11.8% | -20.3% | +8.4% | -12.4% |
| YTD | -19.4% | -37.1% | +17.7% | -20.0% |
| 1Y | -30.4% | -30.2% | -0.2% | -30.8% |
| All | -41.5% | +55.9% | -97.4% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling