+78.9%
CTVA vs PEGA
+48.1%
+30.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -2.0% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | +12.0% | +9.6% | +2.4% | +11.3% |
| 3M | +13.5% | +2.3% | +11.1% | +13.1% |
| 6M | +12.1% | -23.9% | +36.0% | +14.3% |
| YTD | +29.0% | -39.8% | +68.8% | +34.3% |
| 1Y | +18.9% | -37.4% | +56.3% | +22.9% |
| 3Y | +78.9% | +53.1% | +25.7% | +58.1% |
| All | +78.9% | +48.1% | +30.8% | +58.1% |
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