+83.5%
CRL vs PEGA
-44.4%
+127.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -12.8% | -2.9% | -9.9% | -12.3% |
| 30D | +5.0% | -0.5% | +5.5% | +4.9% |
| 3M | +39.4% | +8.5% | +30.9% | +35.9% |
| 6M | +89.4% | -6.3% | +95.6% | +91.8% |
| YTD | +63.6% | -42.2% | +105.8% | +80.1% |
| 1Y | +83.5% | -43.4% | +126.9% | +107.8% |
| All | +83.5% | -44.4% | +127.9% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling