+1,462.8%
CRWD vs PEGA
-6.6%
+1,469.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.2% |
| 30D | -9.1% | -4.1% | -5.0% | -7.9% |
| 3M | +0.5% | -2.8% | +3.3% | +1.5% |
| 6M | +61.1% | -0.4% | +61.6% | +58.2% |
| YTD | +93.4% | -45.4% | +138.8% | +145.8% |
| 1Y | +71.1% | -42.6% | +113.7% | +111.8% |
| 3Y | +351.1% | +45.4% | +305.6% | +204.2% |
| 5Y | +218.8% | -44.6% | +263.4% | +271.5% |
| All | +1,462.8% | -6.6% | +1,469.4% | +948.8% |
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