+5,793.7%
CRM vs PEP
+369.9%
+5,423.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | +29.3% | +0.7% | +28.6% | +28.5% |
| 3M | +36.8% | -0.5% | +37.4% | +37.3% |
| 6M | +23.9% | -11.3% | +35.2% | +32.4% |
| YTD | -5.5% | -0.6% | -4.9% | -7.2% |
| 1Y | -0.4% | +1.7% | -2.1% | -4.3% |
| 3Y | +12.8% | -12.5% | +25.2% | +15.8% |
| 5Y | -3.5% | +3.9% | -7.4% | -13.6% |
| 10Y | +238.4% | +76.6% | +161.9% | +94.6% |
| All | +5,793.7% | +369.9% | +5,423.8% | +1,669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling