+134.5%
CVE vs PEGA
+101.4%
+33.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | -16.1% | -4.5% | -11.6% | -15.4% |
| 30D | -10.4% | -5.7% | -4.7% | -9.6% |
| 3M | -2.4% | +2.6% | -4.9% | -3.4% |
| 6M | -4.4% | -10.6% | +6.2% | -3.8% |
| YTD | +64.9% | -45.5% | +110.4% | +80.9% |
| 1Y | +66.0% | -44.8% | +110.8% | +81.2% |
| 3Y | +57.7% | +45.5% | +12.1% | +26.5% |
| 5Y | +144.7% | -45.3% | +190.0% | +157.0% |
| All | +134.5% | +101.4% | +33.0% | +64.4% |
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