+43.0%
CVS vs PEGA
+37.6%
+5.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.7% |
| 7D | -3.7% | -10.0% | +6.3% | -3.7% |
| 30D | -0.3% | -12.7% | +12.3% | -0.4% |
| 3M | -10.3% | -4.6% | -5.7% | -10.2% |
| 6M | -4.6% | -13.1% | +8.5% | -4.5% |
| YTD | +10.7% | -47.6% | +58.3% | +11.6% |
| 1Y | +11.2% | -47.0% | +58.3% | +12.0% |
| 3Y | +43.0% | +42.0% | +1.0% | +40.9% |
| All | +43.0% | +37.6% | +5.4% | +40.9% |
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