+1,401.6%
CRS vs PEG
+35.4%
+1,366.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.6% |
| 30D | -16.6% | -2.8% | -13.8% | -15.3% |
| 3M | -14.3% | -6.9% | -7.3% | -11.0% |
| 6M | +11.6% | -11.4% | +23.0% | +19.2% |
| YTD | +42.6% | -7.4% | +50.0% | +48.0% |
| 1Y | +81.8% | -8.3% | +90.1% | +88.7% |
| 3Y | +632.1% | +31.5% | +600.5% | +492.7% |
| 5Y | +1,401.6% | +38.0% | +1,363.7% | +1,150.1% |
| All | +1,401.6% | +35.4% | +1,366.2% | +1,150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling