+87.8%
CRS vs PEGA
-38.8%
+126.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | -0.1% |
| 7D | -0.5% | -6.1% | +5.6% | -0.7% |
| 30D | -18.1% | +6.4% | -24.5% | -17.9% |
| 3M | -12.4% | +2.9% | -15.3% | -11.6% |
| 6M | +15.9% | -23.8% | +39.8% | +17.4% |
| YTD | +45.8% | -41.1% | +86.9% | +48.2% |
| 1Y | +87.8% | -38.2% | +126.0% | +87.7% |
| All | +87.8% | -38.8% | +126.6% | +87.7% |
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