+7.1%
CRM vs PEGA
-30.0%
+37.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | +1.3% | +3.3% | -2.0% | -0.5% |
| 30D | +34.3% | +17.7% | +16.6% | +24.0% |
| 3M | +37.7% | +5.8% | +31.9% | +32.3% |
| 6M | +34.9% | -20.3% | +55.2% | +43.9% |
| YTD | -1.6% | -37.1% | +35.5% | +12.2% |
| 1Y | +7.1% | -30.2% | +37.3% | +15.5% |
| All | +7.1% | -30.0% | +37.1% | +15.5% |
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