+175.9%
CRM vs PENG
+710.3%
-534.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.3% |
| 7D | -8.1% | 0.0% | -8.1% | -8.2% |
| 30D | +23.1% | -15.2% | +38.2% | +25.8% |
| 3M | +42.5% | -16.9% | +59.5% | +41.1% |
| 6M | +25.3% | +161.5% | -136.2% | -2.6% |
| YTD | -7.8% | +148.6% | -156.4% | -28.1% |
| 1Y | +1.0% | +89.6% | -88.6% | -17.6% |
| 3Y | +10.0% | +99.8% | -89.8% | -18.6% |
| 5Y | -3.9% | +100.9% | -104.8% | -31.1% |
| All | +175.9% | +710.3% | -534.4% | +53.4% |
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