+86.1%
CRL vs PEGA
+43.4%
+42.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.5% | +11.3% | +8.5% |
| 7D | -6.1% | -4.5% | -1.6% | -5.3% |
| 30D | +12.4% | -5.7% | +18.1% | +13.4% |
| 3M | +27.1% | +2.6% | +24.6% | +25.5% |
| 6M | +85.7% | -10.6% | +96.3% | +87.6% |
| YTD | +69.2% | -45.5% | +114.7% | +87.9% |
| 1Y | +97.5% | -44.8% | +142.3% | +118.5% |
| 3Y | +86.1% | +45.5% | +40.6% | +54.3% |
| All | +86.1% | +43.4% | +42.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling