+1,579.2%
CVS vs PEGA
+991.9%
+587.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.9% |
| 7D | -3.7% | -10.0% | +6.3% | -3.2% |
| 30D | -0.3% | -12.7% | +12.3% | +0.3% |
| 3M | -10.3% | -4.6% | -5.7% | -10.2% |
| 6M | -4.6% | -13.1% | +8.5% | -4.2% |
| YTD | +10.7% | -47.6% | +58.3% | +13.9% |
| 1Y | +11.2% | -47.0% | +58.3% | +14.3% |
| 3Y | +43.0% | +42.0% | +1.0% | +36.7% |
| 5Y | +8.6% | -47.8% | +56.5% | +8.3% |
| 10Y | +52.0% | +92.0% | -40.0% | +39.9% |
| All | +1,579.2% | +991.9% | +587.3% | +1,152.6% |
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