-99.7%
CYCU vs PEGA
-24.0%
-75.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.1% | -12.6% | -10.2% |
| 7D | -0.9% | -4.6% | +3.7% | -1.3% |
| 30D | -20.1% | -6.8% | -13.3% | -20.6% |
| 3M | -55.2% | +2.6% | -57.8% | -55.0% |
| 6M | -69.9% | -5.4% | -64.6% | -69.0% |
| YTD | -89.9% | -46.0% | -43.9% | -87.9% |
| 1Y | -91.1% | -45.6% | -45.5% | -89.4% |
| All | -99.7% | -24.0% | -75.7% | -99.6% |
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