+57.7%
CVE vs PEGA
+43.4%
+14.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -16.1% | -4.5% | -11.6% | -15.9% |
| 30D | -10.4% | -5.7% | -4.7% | -10.1% |
| 3M | -2.4% | +2.6% | -4.9% | -2.8% |
| 6M | -4.4% | -10.6% | +6.2% | -4.0% |
| YTD | +64.9% | -45.5% | +110.4% | +73.5% |
| 1Y | +66.0% | -44.8% | +110.8% | +74.1% |
| 3Y | +57.7% | +45.5% | +12.1% | +32.0% |
| All | +57.7% | +43.4% | +14.2% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling