+3,264.4%
CSGP vs PEGA
+500.6%
+2,763.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.3% |
| 7D | -4.1% | +3.3% | -7.4% | -4.6% |
| 30D | +2.3% | +17.7% | -15.4% | -0.4% |
| 3M | -8.2% | +5.8% | -14.0% | -9.2% |
| 6M | -35.1% | -20.3% | -14.8% | -32.8% |
| YTD | -54.0% | -37.1% | -16.9% | -50.7% |
| 1Y | -65.3% | -30.2% | -35.1% | -63.5% |
| 3Y | -62.6% | +48.1% | -110.7% | -66.3% |
| 5Y | -64.8% | -46.8% | -18.0% | -63.8% |
| 10Y | +45.1% | +191.3% | -146.2% | +16.9% |
| All | +3,264.4% | +500.6% | +2,763.8% | +1,703.3% |
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