+9,834.6%
CRS vs PEG
+2,929.1%
+6,905.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -19.6% | -1.9% | -17.7% | -18.9% |
| 3M | -8.1% | -3.7% | -4.4% | -6.6% |
| 6M | +18.6% | -9.4% | +28.0% | +24.2% |
| YTD | +45.9% | -6.0% | +51.9% | +49.7% |
| 1Y | +82.5% | -4.4% | +86.8% | +84.9% |
| 3Y | +648.9% | +33.5% | +615.4% | +535.1% |
| 5Y | +1,438.1% | +35.7% | +1,402.4% | +1,189.1% |
| 10Y | +1,327.0% | +140.4% | +1,186.6% | +806.7% |
| All | +9,834.6% | +2,929.1% | +6,905.5% | +3,674.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling