+1,298.7%
CRDO vs PEGA
-22.5%
+1,321.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -4.5% | -3.0% | -1.5% | -3.6% |
| 30D | -39.2% | +15.9% | -55.1% | -42.2% |
| 3M | -38.5% | +10.8% | -49.3% | -42.2% |
| 6M | +40.6% | -16.5% | +57.1% | +44.7% |
| YTD | +13.2% | -39.0% | +52.3% | +29.4% |
| 1Y | +2.3% | -37.3% | +39.6% | +14.6% |
| 3Y | +942.5% | +59.2% | +883.4% | +743.1% |
| All | +1,298.7% | -22.5% | +1,321.2% | +1,221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling