+1,002.9%
PEGA vs COO
+4,510.0%
-3,507.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -4.7% |
| 7D | -10.0% | +4.3% | -14.3% | -11.3% |
| 30D | -12.7% | +17.6% | -30.3% | -17.2% |
| 3M | -4.6% | -13.9% | +9.3% | -0.6% |
| 6M | -13.1% | +6.6% | -19.6% | -15.8% |
| YTD | -47.6% | -22.0% | -25.6% | -43.8% |
| 1Y | -47.0% | -8.8% | -38.2% | -46.0% |
| 3Y | +42.0% | -21.5% | +63.5% | +48.8% |
| 5Y | -47.8% | -41.0% | -6.8% | -40.0% |
| 10Y | +92.0% | +40.9% | +51.1% | +71.7% |
| All | +1,002.9% | +4,510.0% | -3,507.1% | +211.0% |
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