+2,108.7%
CVX vs PEGA
+1,001.0%
+1,107.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.7% | -8.6% | +6.9% | -1.1% |
| 30D | -0.8% | -10.1% | +9.3% | -0.2% |
| 3M | +9.4% | -4.7% | +14.1% | +9.6% |
| 6M | +17.5% | -8.0% | +25.5% | +17.6% |
| YTD | +43.8% | -47.1% | +91.0% | +48.7% |
| 1Y | +41.9% | -47.5% | +89.4% | +46.7% |
| 3Y | +69.1% | +40.2% | +28.9% | +60.7% |
| 5Y | +128.3% | -45.7% | +174.0% | +127.0% |
| 10Y | +204.9% | +85.1% | +119.9% | +179.9% |
| All | +2,108.7% | +1,001.0% | +1,107.7% | +1,619.5% |
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