+130.1%
CVE vs PEGA
+99.2%
+30.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.2% |
| 7D | -10.1% | -10.0% | -0.1% | -8.3% |
| 30D | -12.1% | -12.7% | +0.6% | -10.1% |
| 3M | -1.9% | -4.6% | +2.7% | -1.6% |
| 6M | -1.8% | -13.1% | +11.2% | -0.7% |
| YTD | +65.8% | -47.6% | +113.4% | +83.1% |
| 1Y | +60.8% | -47.0% | +107.9% | +76.8% |
| 3Y | +70.1% | +42.0% | +28.1% | +37.0% |
| 5Y | +134.8% | -47.8% | +182.6% | +149.1% |
| 10Y | +130.1% | +92.0% | +38.1% | +65.9% |
| All | +130.1% | +99.2% | +30.9% | +65.9% |
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