+77.3%
CPB vs PEGA
+1,036.4%
-959.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.1% |
| 7D | +8.0% | -4.5% | +12.5% | +8.2% |
| 30D | +22.4% | -5.7% | +28.1% | +22.7% |
| 3M | +3.8% | +2.7% | +1.2% | +3.7% |
| 6M | +13.7% | -10.5% | +24.2% | +13.9% |
| YTD | -11.7% | -45.4% | +33.7% | -10.1% |
| 1Y | -18.1% | -44.7% | +26.6% | -16.7% |
| 3Y | -34.7% | +45.7% | -80.4% | -36.6% |
| 5Y | -30.6% | -45.3% | +14.7% | -30.6% |
| 10Y | -37.1% | +102.6% | -139.7% | -41.0% |
| All | +77.3% | +1,036.4% | -959.1% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling