+1,046.9%
PEGA vs COO
+4,396.8%
-3,349.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.9% |
| 7D | -4.5% | +4.7% | -9.2% | -6.0% |
| 30D | -5.7% | +13.9% | -19.6% | -9.6% |
| 3M | +2.6% | -14.9% | +17.5% | +7.3% |
| 6M | -10.6% | +2.0% | -12.6% | -12.1% |
| YTD | -45.5% | -23.9% | -21.6% | -41.0% |
| 1Y | -44.8% | -9.6% | -35.2% | -43.6% |
| 3Y | +45.5% | -25.4% | +71.0% | +55.1% |
| 5Y | -45.3% | -41.2% | -4.1% | -37.0% |
| 10Y | +102.4% | +42.1% | +60.3% | +80.9% |
| All | +1,046.9% | +4,396.8% | -3,349.9% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling