+11.7%
CRCL vs PENG
+167.1%
-155.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +4.9% | +7.3% | -2.4% | +3.7% |
| 30D | +38.7% | -7.5% | +46.2% | +40.0% |
| 3M | +14.7% | -17.2% | +31.9% | +13.0% |
| 6M | -16.9% | +176.7% | -193.6% | -47.7% |
| YTD | +17.3% | +161.0% | -143.8% | -25.2% |
| 1Y | -21.2% | +108.8% | -130.0% | -46.7% |
| All | +11.7% | +167.1% | -155.3% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling