+122.7%
CRBG vs PEGA
+54.2%
+68.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | +0.6% | -3.0% | +3.6% | +1.2% |
| 30D | +2.6% | +15.9% | -13.3% | -0.5% |
| 3M | +24.0% | +10.8% | +13.1% | +20.5% |
| 6M | +50.5% | -16.5% | +67.0% | +54.8% |
| YTD | +17.1% | -39.0% | +56.2% | +27.6% |
| 1Y | +5.9% | -37.3% | +43.2% | +14.2% |
| 3Y | +122.7% | +59.2% | +63.6% | +95.4% |
| All | +122.7% | +54.2% | +68.5% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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