+5,648.9%
CRM vs PEG
+716.0%
+4,933.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.1% | -0.9% | -7.2% | -7.8% |
| 30D | +23.1% | -2.8% | +25.8% | +24.3% |
| 3M | +42.5% | -6.9% | +49.5% | +46.4% |
| 6M | +25.3% | -11.4% | +36.7% | +30.4% |
| YTD | -7.8% | -7.4% | -0.4% | -6.2% |
| 1Y | +1.0% | -8.3% | +9.3% | +2.8% |
| 3Y | +10.0% | +31.5% | -21.6% | -6.9% |
| 5Y | -3.9% | +38.0% | -41.8% | -21.3% |
| 10Y | +233.2% | +148.3% | +84.8% | +96.4% |
| All | +5,648.9% | +716.0% | +4,933.0% | +1,943.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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