+8.9%
CRCL vs PEGA
-28.2%
+37.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.3% |
| 7D | -11.2% | -3.0% | -8.2% | -10.0% |
| 30D | +27.1% | +15.9% | +11.2% | +19.8% |
| 3M | +9.6% | +10.8% | -1.2% | +3.8% |
| 6M | -19.7% | -16.5% | -3.2% | -12.2% |
| YTD | +14.2% | -39.0% | +53.3% | +39.3% |
| 1Y | -32.2% | -37.3% | +5.0% | -17.5% |
| All | +8.9% | -28.2% | +37.1% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling