+1,438.1%
CRS vs PEGA
-47.9%
+1,486.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -2.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -19.6% | +9.6% | -29.2% | -21.4% |
| 3M | -8.1% | +2.3% | -10.4% | -9.5% |
| 6M | +18.6% | -23.9% | +42.5% | +24.5% |
| YTD | +45.9% | -39.8% | +85.6% | +60.7% |
| 1Y | +82.5% | -37.4% | +119.9% | +97.5% |
| 3Y | +648.9% | +53.1% | +595.8% | +524.1% |
| 5Y | +1,438.1% | -47.2% | +1,485.4% | +1,608.7% |
| All | +1,438.1% | -47.9% | +1,486.1% | +1,608.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling