+1,340.4%
CRWD vs PEGA
+2.8%
+1,337.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | -2.8% | -5.3% | +2.5% | -0.4% |
| 30D | -5.9% | +8.3% | -14.2% | -9.2% |
| 3M | +29.0% | +8.9% | +20.1% | +21.8% |
| 6M | +91.5% | -19.7% | +111.2% | +106.9% |
| YTD | +78.2% | -39.9% | +118.1% | +117.9% |
| 1Y | +96.6% | -36.4% | +133.0% | +131.2% |
| 3Y | +397.0% | +52.8% | +344.2% | +229.7% |
| 5Y | +218.9% | -45.7% | +264.5% | +287.9% |
| All | +1,340.4% | +2.8% | +1,337.6% | +829.8% |
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