+368.9%
CRL vs PEGA
+99.2%
+269.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.9% |
| 7D | +4.4% | -10.0% | +14.3% | +7.7% |
| 30D | +17.1% | -12.7% | +29.8% | +21.7% |
| 3M | +32.1% | -4.6% | +36.7% | +32.4% |
| 6M | +98.9% | -13.1% | +112.0% | +102.8% |
| YTD | +77.1% | -47.6% | +124.7% | +111.3% |
| 1Y | +110.3% | -47.0% | +157.3% | +149.2% |
| 3Y | +108.5% | +42.0% | +66.5% | +56.5% |
| 5Y | -7.9% | -47.8% | +40.0% | +0.4% |
| 10Y | +368.9% | +92.0% | +277.0% | +249.3% |
| All | +368.9% | +99.2% | +269.8% | +249.3% |
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