-63.2%
CSGP vs PEGA
-45.3%
-17.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -3.7% |
| 7D | +1.3% | -4.5% | +5.8% | +2.6% |
| 30D | +10.7% | -5.7% | +16.4% | +12.7% |
| 3M | +3.3% | +2.6% | +0.7% | +2.7% |
| 6M | -10.3% | -10.6% | +0.3% | -8.0% |
| YTD | -54.6% | -45.5% | -9.1% | -47.6% |
| 1Y | -54.6% | -44.8% | -9.9% | -48.0% |
| 3Y | -60.3% | +45.5% | -105.9% | -67.1% |
| All | -63.2% | -45.3% | -17.9% | -57.1% |
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 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