+54.7%
PEGA vs COO
-22.0%
+76.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +3.3% | -2.2% | +5.5% | +4.1% |
| 30D | +17.7% | -7.0% | +24.8% | +20.9% |
| 3M | +5.8% | +12.2% | -6.4% | +1.4% |
| 6M | -20.3% | -15.1% | -5.1% | -15.6% |
| YTD | -37.1% | -15.1% | -22.0% | -33.5% |
| 1Y | -30.2% | +2.3% | -32.5% | -31.1% |
| All | +54.7% | -22.0% | +76.7% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling