+382.4%
CRWD vs PEGA
+49.1%
+333.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +2.2% | -6.1% | +8.3% | +4.1% |
| 30D | -7.7% | +6.4% | -14.1% | -9.3% |
| 3M | +28.9% | +2.9% | +26.0% | +26.8% |
| 6M | +91.5% | -23.8% | +115.3% | +104.9% |
| YTD | +77.3% | -41.1% | +118.4% | +102.6% |
| 1Y | +96.3% | -38.2% | +134.5% | +120.1% |
| All | +382.4% | +49.1% | +333.4% | +353.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling