+1,323.2%
CRS vs PEG
+148.0%
+1,175.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -6.8% | -0.9% | -5.9% | -6.2% |
| 30D | -16.1% | -3.7% | -12.4% | -14.1% |
| 3M | -21.2% | -7.3% | -13.9% | -17.5% |
| 6M | +8.7% | -10.5% | +19.2% | +16.2% |
| YTD | +41.0% | -7.5% | +48.5% | +47.2% |
| 1Y | +82.7% | -8.7% | +91.4% | +91.3% |
| 3Y | +604.8% | +31.4% | +573.4% | +463.0% |
| 5Y | +1,384.7% | +37.8% | +1,346.9% | +1,034.6% |
| All | +1,323.2% | +148.0% | +1,175.2% | +768.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling