+42.2%
CVX vs PEGA
+48.1%
-5.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +13.4% | +9.6% | +3.8% | +13.0% |
| 3M | +11.8% | +2.3% | +9.5% | +11.7% |
| 6M | +12.4% | -23.9% | +36.3% | +13.7% |
| YTD | +41.5% | -39.8% | +81.3% | +45.0% |
| 1Y | +41.6% | -37.4% | +79.0% | +44.4% |
| 3Y | +42.2% | +53.1% | -10.9% | +31.5% |
| All | +42.2% | +48.1% | -5.8% | +31.5% |
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 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