+22.6%
CRCL vs PENG
+170.7%
-148.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -2.2% |
| 7D | +17.1% | +4.5% | +12.6% | +16.2% |
| 30D | +61.3% | -7.1% | +68.4% | +62.6% |
| 3M | +12.7% | -27.3% | +40.0% | +15.3% |
| 6M | -3.1% | +169.6% | -172.6% | -38.1% |
| YTD | +28.7% | +164.6% | -135.9% | -18.1% |
| 1Y | -13.1% | +109.5% | -122.6% | -41.4% |
| All | +22.6% | +170.7% | -148.1% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling