+55.6%
CSGP vs PEGA
+94.9%
-39.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.3% |
| 7D | -6.1% | -4.6% | -1.5% | -4.6% |
| 30D | +0.3% | -6.8% | +7.1% | +2.7% |
| 3M | -1.3% | +2.6% | -3.9% | -2.1% |
| 6M | -8.9% | -5.4% | -3.6% | -7.8% |
| YTD | -55.2% | -46.0% | -9.2% | -46.3% |
| 1Y | -56.4% | -45.6% | -10.8% | -47.9% |
| 3Y | -62.2% | +43.2% | -105.4% | -70.6% |
| 5Y | -63.7% | -45.3% | -18.4% | -60.1% |
| All | +55.6% | +94.9% | -39.4% | +1.1% |
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