+67.4%
CVE vs PEGA
+344.1%
-276.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.7% | -7.7% |
| 7D | -12.1% | -2.9% | -9.2% | -11.6% |
| 30D | -9.8% | -0.5% | -9.3% | -9.9% |
| 3M | -0.7% | +8.5% | -9.2% | -3.0% |
| 6M | -4.3% | -6.3% | +2.0% | -4.6% |
| YTD | +70.6% | -42.2% | +112.8% | +85.8% |
| 1Y | +73.2% | -43.4% | +116.6% | +89.1% |
| 3Y | +60.3% | +52.1% | +8.2% | +28.8% |
| 5Y | +159.3% | -42.2% | +201.5% | +153.0% |
| 10Y | +147.4% | +114.6% | +32.8% | +67.3% |
| All | +67.4% | +344.1% | -276.7% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling