+3,446.1%
CSGP vs PEGA
+452.3%
+2,993.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +18.3% | -2.9% | +21.2% | +18.9% |
| 30D | +17.8% | -0.5% | +18.3% | +18.0% |
| 3M | +9.3% | +8.5% | +0.8% | +7.9% |
| 6M | -7.9% | -6.3% | -1.6% | -7.0% |
| YTD | -51.5% | -42.2% | -9.4% | -47.3% |
| 1Y | -53.3% | -43.4% | -9.9% | -49.1% |
| 3Y | -57.9% | +52.1% | -110.0% | -62.1% |
| 5Y | -61.3% | -42.2% | -19.1% | -60.6% |
| 10Y | +77.5% | +114.6% | -37.1% | +49.7% |
| All | +3,446.1% | +452.3% | +2,993.8% | +1,828.5% |
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