-41.6%
CPB vs PEGA
-45.0%
+3.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -7.1% | +15.9% | -23.0% | -7.2% |
| 3M | -6.0% | +10.8% | -16.9% | -6.3% |
| 6M | -5.3% | -16.5% | +11.2% | -5.6% |
| YTD | -20.8% | -39.0% | +18.2% | -21.3% |
| 1Y | -33.8% | -37.3% | +3.4% | -34.2% |
| 3Y | -43.7% | +59.2% | -102.9% | -43.3% |
| All | -41.6% | -45.0% | +3.3% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling