+92.5%
PEGA vs COO
+41.1%
+51.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | -4.1% | +14.2% | -18.3% | -10.9% |
| 3M | -2.8% | -18.2% | +15.4% | +6.9% |
| 6M | -0.4% | +5.3% | -5.8% | -5.5% |
| YTD | -45.4% | -23.6% | -21.8% | -38.0% |
| 1Y | -42.6% | -12.7% | -29.9% | -39.7% |
| 3Y | +45.4% | -24.2% | +69.6% | +56.4% |
| 5Y | -44.6% | -40.0% | -4.6% | -31.9% |
| All | +92.5% | +41.1% | +51.4% | +63.5% |
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