+238.9%
CRM vs PEGA
+184.6%
+54.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.3% |
| 7D | -4.4% | -3.0% | -1.4% | -3.2% |
| 30D | +28.1% | +15.9% | +12.2% | +20.8% |
| 3M | +48.8% | +10.8% | +38.0% | +42.2% |
| 6M | +28.3% | -16.5% | +44.8% | +37.8% |
| YTD | -6.0% | -39.0% | +33.0% | +13.9% |
| 1Y | +1.4% | -37.3% | +38.7% | +20.3% |
| 3Y | +11.8% | +59.2% | -47.3% | -19.8% |
| 5Y | -2.0% | -44.9% | +42.9% | +13.6% |
| All | +238.9% | +184.6% | +54.3% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling