+1,369.7%
CRWD vs PEGA
+7.5%
+1,362.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -2.4% | +3.3% | -5.7% | -3.8% |
| 30D | +1.5% | +17.7% | -16.2% | -5.7% |
| 3M | +18.5% | +5.8% | +12.7% | +13.6% |
| 6M | +109.1% | -20.3% | +129.3% | +126.7% |
| YTD | +81.8% | -37.1% | +119.0% | +117.9% |
| 1Y | +106.7% | -30.2% | +136.9% | +132.7% |
| 3Y | +428.7% | +48.1% | +380.6% | +259.2% |
| 5Y | +206.4% | -46.8% | +253.2% | +283.2% |
| All | +1,369.7% | +7.5% | +1,362.1% | +829.9% |
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