+245.6%
CRH vs PEGA
+184.6%
+61.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.7% |
| 7D | -6.1% | -3.0% | -3.1% | -5.4% |
| 30D | -9.3% | +15.9% | -25.2% | -12.5% |
| 3M | -15.2% | +10.8% | -26.0% | -18.0% |
| 6M | -14.2% | -16.5% | +2.3% | -11.9% |
| YTD | -28.3% | -39.0% | +10.8% | -21.2% |
| 1Y | -21.8% | -37.3% | +15.5% | -15.3% |
| 3Y | +71.6% | +59.2% | +12.4% | +36.4% |
| 5Y | +96.6% | -44.9% | +141.5% | +106.2% |
| All | +245.6% | +184.6% | +61.0% | +133.4% |
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 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