+5,648.9%
CRM vs PEGA
+1,732.2%
+3,916.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -1.2% |
| 7D | -8.1% | -5.3% | -2.8% | -6.2% |
| 30D | +23.1% | +8.3% | +14.8% | +19.9% |
| 3M | +42.5% | +8.9% | +33.6% | +38.0% |
| 6M | +25.3% | -19.7% | +45.0% | +35.6% |
| YTD | -7.8% | -39.9% | +32.1% | +10.0% |
| 1Y | +1.0% | -36.4% | +37.4% | +17.1% |
| 3Y | +10.0% | +52.8% | -42.8% | -14.2% |
| 5Y | -3.9% | -45.7% | +41.8% | +3.8% |
| 10Y | +233.2% | +178.5% | +54.6% | +102.2% |
| All | +5,648.9% | +1,732.2% | +3,916.7% | +1,677.5% |
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 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