+174.3%
PEGA vs COO
+43.7%
+130.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.4% | -2.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.1% |
| 30D | +9.6% | -8.8% | +18.4% | +15.2% |
| 3M | +2.3% | +1.3% | +1.0% | +1.5% |
| 6M | -23.9% | -11.6% | -12.3% | -18.9% |
| YTD | -39.8% | -17.4% | -22.4% | -33.5% |
| 1Y | -37.4% | -1.6% | -35.8% | -37.8% |
| 3Y | +53.1% | -22.6% | +75.8% | +65.9% |
| 5Y | -47.2% | -40.3% | -6.9% | -34.1% |
| 10Y | +174.3% | +45.2% | +129.2% | +139.3% |
| All | +174.3% | +43.7% | +130.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling