+39.6%
CTVA vs PEGA
+44.6%
-4.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +2.1% | -26.4% | -24.4% |
| 7D | -23.7% | -4.6% | -19.1% | -23.5% |
| 30D | -31.2% | -6.8% | -24.4% | -30.9% |
| 3M | -18.7% | +2.6% | -21.3% | -19.0% |
| 6M | -25.5% | -5.4% | -20.1% | -25.5% |
| YTD | -8.0% | -46.0% | +38.0% | -3.8% |
| 1Y | -7.0% | -45.6% | +38.6% | -2.9% |
| All | +39.6% | +44.6% | -4.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling