+65.2%
CSGP vs PEGA
+101.4%
-36.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -3.5% |
| 7D | +1.3% | -4.5% | +5.8% | +2.9% |
| 30D | +10.7% | -5.7% | +16.4% | +13.0% |
| 3M | +3.3% | +2.6% | +0.7% | +2.5% |
| 6M | -10.3% | -10.6% | +0.3% | -7.5% |
| YTD | -54.6% | -45.5% | -9.1% | -45.6% |
| 1Y | -54.6% | -44.8% | -9.9% | -46.0% |
| 3Y | -60.3% | +45.5% | -105.9% | -69.3% |
| 5Y | -63.3% | -45.3% | -18.0% | -59.6% |
| All | +65.2% | +101.4% | -36.2% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling