+218.9%
CTVA vs PEGA
-0.7%
+219.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -4.7% | -5.3% | +0.6% | -3.8% |
| 30D | +11.1% | +8.3% | +2.8% | +9.5% |
| 3M | +13.7% | +8.9% | +4.8% | +11.3% |
| 6M | +11.2% | -19.7% | +30.9% | +14.1% |
| YTD | +26.9% | -39.9% | +66.8% | +36.2% |
| 1Y | +18.8% | -36.4% | +55.2% | +25.5% |
| 3Y | +75.9% | +52.8% | +23.1% | +45.8% |
| 5Y | +105.2% | -45.7% | +150.9% | +138.1% |
| All | +218.9% | -0.7% | +219.6% | +142.1% |
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