-61.5%
CSGP vs PEGA
-43.7%
-17.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +13.9% | -1.6% | +15.5% | +14.4% |
| 30D | +16.0% | -3.0% | +19.0% | +17.1% |
| 3M | +6.1% | +5.8% | +0.3% | +4.5% |
| 6M | -8.2% | -8.8% | +0.7% | -6.4% |
| YTD | -52.3% | -43.5% | -8.8% | -45.6% |
| 1Y | -54.5% | -43.4% | -11.1% | -48.2% |
| 3Y | -58.6% | +48.6% | -107.2% | -65.8% |
| 5Y | -61.5% | -43.3% | -18.2% | -55.7% |
| All | -61.5% | -43.7% | -17.8% | -55.7% |
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 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