+92.0%
PEGA vs COO
+40.7%
+51.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -5.3% |
| 7D | -10.0% | +4.3% | -14.3% | -12.1% |
| 30D | -12.7% | +17.6% | -30.3% | -20.1% |
| 3M | -4.6% | -13.9% | +9.3% | +2.0% |
| 6M | -13.1% | +6.6% | -19.6% | -17.9% |
| YTD | -47.6% | -22.0% | -25.6% | -41.1% |
| 1Y | -47.0% | -8.8% | -38.2% | -45.6% |
| 3Y | +42.0% | -21.5% | +63.5% | +49.7% |
| 5Y | -47.8% | -41.0% | -6.8% | -35.3% |
| 10Y | +92.0% | +40.9% | +51.1% | +67.9% |
| All | +92.0% | +40.7% | +51.3% | +67.9% |
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