+58.6%
CVE vs PEGA
+48.6%
+10.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.6% |
| 7D | -14.1% | -1.6% | -12.5% | -14.0% |
| 30D | -11.6% | -3.0% | -8.6% | -11.5% |
| 3M | 0.0% | +5.8% | -5.8% | -0.6% |
| 6M | -8.4% | -8.8% | +0.4% | -8.1% |
| YTD | +65.9% | -43.5% | +109.4% | +74.1% |
| 1Y | +69.4% | -43.4% | +112.8% | +77.5% |
| All | +58.6% | +48.6% | +10.0% | +32.4% |
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 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