+354.1%
CRL vs PEGA
+94.9%
+259.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | +8.9% | -4.6% | +13.4% | +10.3% |
| 30D | +14.0% | -6.8% | +20.8% | +16.0% |
| 3M | +19.8% | +2.6% | +17.3% | +17.4% |
| 6M | +102.0% | -5.4% | +107.4% | +100.1% |
| YTD | +70.8% | -46.0% | +116.9% | +102.0% |
| 1Y | +98.7% | -45.6% | +144.3% | +133.6% |
| 3Y | +98.2% | +43.2% | +55.0% | +48.4% |
| 5Y | -11.7% | -45.3% | +33.6% | -5.4% |
| All | +354.1% | +94.9% | +259.1% | +227.9% |
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