+1,792.0%
CVS vs PEGA
+1,209.2%
+582.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.0% | +3.3% | +0.7% | +3.8% |
| 30D | -2.4% | +17.7% | -20.2% | -3.3% |
| 3M | +2.7% | +5.8% | -3.1% | +2.1% |
| 6M | +21.9% | -20.3% | +42.1% | +22.9% |
| YTD | +24.7% | -37.1% | +61.9% | +27.1% |
| 1Y | +35.4% | -30.2% | +65.6% | +37.0% |
| 3Y | +65.2% | +48.1% | +17.1% | +57.6% |
| 5Y | +30.5% | -46.8% | +77.3% | +30.1% |
| 10Y | +40.4% | +191.3% | -150.9% | +26.5% |
| All | +1,792.0% | +1,209.2% | +582.7% | +1,298.5% |
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