+1,412.7%
CRS vs PEGA
+170.9%
+1,241.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.7% |
| 7D | -0.5% | -6.1% | +5.6% | +1.5% |
| 30D | -18.1% | +6.4% | -24.5% | -20.0% |
| 3M | -12.4% | +2.9% | -15.3% | -14.9% |
| 6M | +15.9% | -23.8% | +39.8% | +23.5% |
| YTD | +45.8% | -41.1% | +86.9% | +66.8% |
| 1Y | +87.8% | -38.2% | +126.0% | +108.7% |
| 3Y | +648.7% | +49.8% | +598.9% | +460.1% |
| 5Y | +1,416.6% | -48.0% | +1,464.6% | +1,607.1% |
| 10Y | +1,412.7% | +173.1% | +1,239.5% | +596.0% |
| All | +1,412.7% | +170.9% | +1,241.8% | +596.0% |
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