-19.4%
CRCL vs PENG
+157.6%
-176.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.3% | -7.0% | +1.6% |
| 7D | -11.8% | +1.9% | -13.7% | -12.4% |
| 30D | -20.0% | -37.8% | +17.8% | -14.7% |
| 3M | -5.7% | -14.1% | +8.4% | -5.2% |
| 6M | -49.1% | +13.1% | -62.2% | -55.7% |
| YTD | -15.4% | +151.8% | -167.1% | -46.6% |
| 1Y | -31.7% | +136.0% | -167.7% | -55.9% |
| All | -19.4% | +157.6% | -176.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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