-30.3%
PEGA vs CAI
-11.0%
-19.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.7% |
| 7D | -6.1% | -3.1% | -3.0% | -5.7% |
| 30D | +6.4% | +2.7% | +3.7% | +5.7% |
| 3M | +2.9% | +41.7% | -38.8% | -2.9% |
| 6M | -23.8% | +26.5% | -50.3% | -27.4% |
| YTD | -41.1% | -10.9% | -30.1% | -42.8% |
| 1Y | -38.2% | -29.2% | -9.0% | -40.1% |
| All | -30.3% | -11.0% | -19.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling