-36.2%
PEGA vs CAI
-11.3%
-24.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.3% |
| 7D | -4.6% | -8.0% | +3.4% | -3.6% |
| 30D | -6.8% | -18.9% | +12.1% | -5.0% |
| 3M | +2.6% | +7.6% | -5.1% | -0.3% |
| 6M | -5.4% | +43.0% | -48.3% | -12.4% |
| YTD | -46.0% | -11.2% | -34.9% | -48.4% |
| 1Y | -45.6% | -3.3% | -42.3% | -47.9% |
| All | -36.2% | -11.3% | -24.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling