-43.4%
PEGA vs CAI
+12.6%
-56.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -2.9% | -6.3% | +3.4% | -1.9% |
| 30D | -0.5% | +9.3% | -9.8% | -2.5% |
| 3M | +8.5% | +106.3% | -97.8% | -8.0% |
| 6M | -6.3% | +77.7% | -84.0% | -18.8% |
| YTD | -42.2% | +23.1% | -65.3% | -46.8% |
| 1Y | -43.4% | +6.5% | -50.0% | -47.4% |
| All | -43.4% | +12.6% | -56.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling