+62.7%
CVS vs PEGA
+94.5%
-31.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +12.0% | -8.6% | +20.6% | +12.7% |
| 30D | +2.8% | -10.1% | +12.8% | +3.6% |
| 3M | -3.6% | -4.7% | +1.2% | -3.4% |
| 6M | -1.6% | -8.0% | +6.3% | -1.5% |
| YTD | +16.3% | -47.1% | +63.4% | +21.8% |
| 1Y | +15.5% | -47.5% | +63.0% | +21.1% |
| 3Y | +48.1% | +40.2% | +7.9% | +33.8% |
| 5Y | +12.3% | -45.7% | +58.1% | +14.8% |
| 10Y | +62.7% | +85.1% | -22.4% | +36.1% |
| All | +62.7% | +94.5% | -31.8% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling