+332.3%
CRS vs PEG
+36.1%
+296.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | +4.8% | +4.5% | +0.3% | +2.7% |
| 30D | -23.2% | +7.5% | -30.7% | -25.9% |
| 3M | -45.5% | +0.8% | -46.4% | -45.8% |
| 6M | -33.1% | 0.0% | -33.1% | -33.6% |
| YTD | -7.2% | -3.0% | -4.2% | -6.4% |
| 1Y | -10.0% | -4.7% | -5.3% | -8.4% |
| 3Y | +332.3% | +36.5% | +295.8% | +262.4% |
| All | +332.3% | +36.1% | +296.2% | +262.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling