-37.6%
CRCL vs PENG
+103.2%
-140.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -13.6% | -16.1% | +2.5% | -11.6% |
| 30D | -23.1% | -41.5% | +18.4% | -17.5% |
| 3M | -3.1% | -19.1% | +16.0% | -1.6% |
| 6M | -42.8% | +0.9% | -43.8% | -49.8% |
| YTD | -18.1% | +128.2% | -146.3% | -52.0% |
| 1Y | -37.6% | +98.6% | -136.2% | -60.3% |
| All | -37.6% | +103.2% | -140.8% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling