-37.4%
PEGA vs COO
-2.5%
-34.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.4% | -3.0% |
| 7D | -2.4% | -2.3% | -0.1% | -1.4% |
| 30D | +9.6% | -8.8% | +18.4% | +14.0% |
| 3M | +2.3% | +1.3% | +1.0% | +2.1% |
| 6M | -23.9% | -11.6% | -12.3% | -19.4% |
| YTD | -39.8% | -17.4% | -22.4% | -34.6% |
| 1Y | -37.4% | -1.6% | -35.8% | -37.3% |
| All | -37.4% | -2.5% | -34.9% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling