+1,211.4%
CRL vs PEGA
+2,237.9%
-1,026.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -1.0% | +3.3% | -4.3% | -1.5% |
| 30D | +10.7% | +17.7% | -7.1% | +7.8% |
| 3M | +55.3% | +5.8% | +49.5% | +53.0% |
| 6M | +60.7% | -20.3% | +80.9% | +64.9% |
| YTD | +44.6% | -37.1% | +81.8% | +53.2% |
| 1Y | +77.7% | -30.2% | +107.9% | +84.8% |
| 3Y | +37.6% | +48.1% | -10.5% | +25.0% |
| 5Y | -35.8% | -46.8% | +11.0% | -34.8% |
| 10Y | +241.7% | +191.3% | +50.4% | +188.5% |
| All | +1,211.4% | +2,237.9% | -1,026.5% | +816.6% |
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