+63.6%
CVS vs PEGA
+48.1%
+15.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -1.6% |
| 30D | +0.4% | +9.6% | -9.2% | +0.4% |
| 3M | -0.4% | +2.3% | -2.8% | -0.4% |
| 6M | +25.1% | -23.9% | +49.0% | +25.5% |
| YTD | +23.9% | -39.8% | +63.7% | +24.8% |
| 1Y | +41.1% | -37.4% | +78.5% | +41.9% |
| 3Y | +63.6% | +53.1% | +10.5% | +54.8% |
| All | +63.6% | +48.1% | +15.6% | +54.8% |
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