+82.7%
CRS vs PEG
-8.5%
+91.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -6.8% | -0.9% | -5.9% | -6.6% |
| 30D | -16.1% | -3.7% | -12.4% | -15.4% |
| 3M | -21.2% | -7.3% | -13.9% | -20.1% |
| 6M | +8.7% | -10.5% | +19.2% | +11.3% |
| YTD | +41.0% | -7.5% | +48.5% | +43.3% |
| 1Y | +82.7% | -8.7% | +91.4% | +82.6% |
| All | +82.7% | -8.5% | +91.2% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling