+244.3%
CRL vs PEGA
+175.4%
+68.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.3% |
| 7D | -0.6% | -2.4% | +1.8% | +0.2% |
| 30D | +5.0% | +9.6% | -4.7% | +1.6% |
| 3M | +50.6% | +2.3% | +48.3% | +47.3% |
| 6M | +60.9% | -23.9% | +84.8% | +72.8% |
| YTD | +40.7% | -39.8% | +80.5% | +61.6% |
| 1Y | +73.3% | -37.4% | +110.7% | +94.8% |
| 3Y | +40.6% | +53.1% | -12.6% | +5.2% |
| 5Y | -37.0% | -47.2% | +10.3% | -30.3% |
| 10Y | +244.3% | +174.3% | +69.9% | +132.3% |
| All | +244.3% | +175.4% | +68.9% | +132.3% |
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