+148.6%
CVE vs PEGA
+97.3%
+51.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | -10.9% | -4.1% | -6.7% | -10.4% |
| 3M | -4.5% | -2.8% | -1.7% | -4.5% |
| 6M | -1.0% | -0.4% | -0.5% | -2.4% |
| YTD | +74.7% | -45.4% | +120.1% | +91.6% |
| 1Y | +65.8% | -42.6% | +108.4% | +79.4% |
| 3Y | +73.2% | +45.4% | +27.8% | +39.0% |
| 5Y | +155.6% | -44.6% | +200.2% | +166.9% |
| All | +148.6% | +97.3% | +51.2% | +74.7% |
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