+3,389.5%
CRS vs PEGA
+1,037.5%
+2,352.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.8% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | -23.2% | -4.1% | -19.0% | -23.0% |
| 3M | -45.5% | -2.8% | -42.7% | -45.6% |
| 6M | -33.1% | -0.4% | -32.7% | -34.0% |
| YTD | -7.2% | -45.4% | +38.2% | -1.5% |
| 1Y | -10.0% | -42.6% | +32.6% | -5.2% |
| 3Y | +332.3% | +45.4% | +286.9% | +294.9% |
| 5Y | +801.9% | -44.6% | +846.5% | +807.2% |
| 10Y | +820.9% | +91.2% | +729.8% | +707.7% |
| All | +3,389.5% | +1,037.5% | +2,352.0% | +2,436.1% |
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