+66.0%
CVE vs PEGA
-45.2%
+111.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.9% |
| 7D | -16.1% | -4.5% | -11.6% | -16.5% |
| 30D | -10.4% | -5.7% | -4.7% | -10.8% |
| 3M | -2.4% | +2.6% | -4.9% | -1.8% |
| 6M | -4.4% | -10.6% | +6.2% | -5.0% |
| YTD | +64.9% | -45.5% | +110.4% | +48.2% |
| 1Y | +66.0% | -44.8% | +110.8% | +49.2% |
| All | +66.0% | -45.2% | +111.3% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling