+231.7%
CTVA vs PEGA
+3.9%
+227.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +4.9% | +3.3% | +1.7% | +4.4% |
| 30D | +11.9% | +17.7% | -5.8% | +8.8% |
| 3M | +13.7% | +5.8% | +7.9% | +11.9% |
| 6M | +13.1% | -20.3% | +33.4% | +16.3% |
| YTD | +32.0% | -37.1% | +69.1% | +40.6% |
| 1Y | +22.1% | -30.2% | +52.3% | +26.8% |
| 3Y | +77.5% | +48.1% | +29.4% | +48.7% |
| 5Y | +106.3% | -46.8% | +153.1% | +145.7% |
| All | +231.7% | +3.9% | +227.8% | +150.0% |
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