+277.1%
CRL vs PENG
+644.0%
-366.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -1.7% | -16.1% | +14.3% | +1.0% |
| 30D | +14.6% | -41.5% | +56.1% | +25.0% |
| 3M | +24.8% | -19.1% | +43.9% | +27.0% |
| 6M | +94.7% | +0.9% | +93.8% | +80.8% |
| YTD | +73.4% | +128.2% | -54.9% | +33.9% |
| 1Y | +104.7% | +98.6% | +6.1% | +62.2% |
| 3Y | +101.1% | +188.2% | -87.1% | +40.5% |
| 5Y | -10.8% | +55.5% | -66.3% | -34.2% |
| All | +277.1% | +644.0% | -366.9% | +116.1% |
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 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