-30.7%
CPB vs PEGA
-45.3%
+14.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | +8.0% | -4.5% | +12.5% | +8.1% |
| 30D | +22.4% | -5.7% | +28.1% | +22.5% |
| 3M | +3.8% | +2.7% | +1.2% | +3.8% |
| 6M | +13.7% | -10.5% | +24.2% | +13.5% |
| YTD | -11.7% | -45.4% | +33.7% | -12.0% |
| 1Y | -18.1% | -44.7% | +26.6% | -18.4% |
| 3Y | -34.7% | +45.7% | -80.4% | -34.1% |
| All | -30.7% | -45.3% | +14.6% | -30.5% |
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