-32.2%
CRCL vs PEP
-0.7%
-31.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.1% |
| 7D | -11.2% | -1.0% | -10.3% | -11.9% |
| 30D | +27.1% | -0.7% | +27.8% | +26.5% |
| 3M | +9.6% | -4.1% | +13.8% | +5.1% |
| 6M | -19.7% | -13.1% | -6.6% | -29.6% |
| YTD | +14.2% | -2.1% | +16.4% | +6.9% |
| 1Y | -32.2% | -1.7% | -30.6% | -35.0% |
| All | -32.2% | -0.7% | -31.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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