-9.7%
CRL vs PEGA
-45.3%
+35.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.5% | +11.3% | +8.7% |
| 7D | -6.1% | -4.5% | -1.6% | -5.1% |
| 30D | +12.4% | -5.7% | +18.1% | +13.6% |
| 3M | +27.1% | +2.6% | +24.6% | +25.2% |
| 6M | +85.7% | -10.6% | +96.3% | +87.7% |
| YTD | +69.2% | -45.5% | +114.7% | +92.6% |
| 1Y | +97.5% | -44.8% | +142.3% | +123.7% |
| 3Y | +86.1% | +45.5% | +40.6% | +50.6% |
| All | -9.7% | -45.3% | +35.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling