+320.2%
CVE vs PEGA
-46.5%
+366.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | +2.5% | +3.3% | -0.8% | +2.3% |
| 30D | +16.7% | +17.7% | -1.0% | +15.3% |
| 3M | +9.3% | +5.8% | +3.5% | +8.6% |
| 6M | +43.6% | -20.3% | +63.9% | +45.7% |
| YTD | +93.6% | -37.1% | +130.7% | +100.1% |
| 1Y | +98.8% | -30.2% | +129.0% | +102.5% |
| 3Y | +73.6% | +48.1% | +25.5% | +59.1% |
| All | +320.2% | -46.5% | +366.6% | +373.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling