+1,434.2%
CRL vs PEGA
+1,929.3%
-495.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.5% | +11.3% | +8.3% |
| 7D | -6.1% | -4.5% | -1.6% | -5.5% |
| 30D | +12.4% | -5.7% | +18.1% | +13.2% |
| 3M | +27.1% | +2.7% | +24.5% | +26.0% |
| 6M | +85.7% | -10.5% | +96.2% | +86.9% |
| YTD | +69.2% | -45.4% | +114.6% | +82.4% |
| 1Y | +97.5% | -44.7% | +142.3% | +112.3% |
| 3Y | +86.1% | +45.7% | +40.4% | +69.1% |
| 5Y | -10.0% | -45.3% | +35.2% | -8.9% |
| 10Y | +395.0% | +102.6% | +292.4% | +335.0% |
| All | +1,434.2% | +1,929.3% | -495.2% | +991.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling