+73.3%
CRL vs PEGA
-35.6%
+108.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.8% |
| 7D | -0.6% | -2.4% | +1.8% | 0.0% |
| 30D | +5.0% | +9.6% | -4.7% | +2.8% |
| 3M | +50.6% | +2.3% | +48.3% | +49.7% |
| 6M | +60.9% | -23.9% | +84.8% | +71.6% |
| YTD | +40.7% | -39.8% | +80.5% | +53.6% |
| 1Y | +73.3% | -37.4% | +110.7% | +89.0% |
| All | +73.3% | -35.6% | +108.9% | +89.0% |
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