+130.0%
CVX vs PEGA
-44.5%
+174.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -1.0% | -4.1% | +3.2% | -0.8% |
| 3M | +12.2% | -2.8% | +15.0% | +12.2% |
| 6M | +20.3% | -0.4% | +20.8% | +20.0% |
| YTD | +48.3% | -45.4% | +93.7% | +52.2% |
| 1Y | +46.9% | -42.6% | +89.5% | +50.2% |
| 3Y | +73.1% | +45.4% | +27.7% | +64.1% |
| All | +130.0% | -44.5% | +174.5% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling