-37.3%
PEGA vs CAI
-26.7%
-10.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.3% |
| 7D | -3.0% | -2.9% | -0.1% | -2.5% |
| 30D | +15.9% | +9.3% | +6.6% | +13.7% |
| 3M | +10.8% | +35.2% | -24.4% | +4.5% |
| 6M | -16.5% | +30.7% | -47.2% | -21.4% |
| YTD | -39.0% | -9.8% | -29.2% | -41.4% |
| 1Y | -37.3% | -28.9% | -8.4% | -41.3% |
| All | -37.3% | -26.7% | -10.5% | -41.3% |
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