+1,356.4%
CRS vs PENG
+755.0%
+601.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -3.1% | +7.8% | -10.9% | -4.9% |
| 30D | -19.6% | -12.2% | -7.4% | -17.2% |
| 3M | -8.1% | -20.6% | +12.5% | -5.9% |
| 6M | +18.6% | +180.9% | -162.4% | -15.2% |
| YTD | +45.9% | +162.3% | -116.4% | +4.9% |
| 1Y | +82.5% | +107.3% | -24.8% | +38.1% |
| 3Y | +648.9% | +110.8% | +538.1% | +406.8% |
| 5Y | +1,438.1% | +117.8% | +1,320.3% | +882.4% |
| All | +1,356.4% | +755.0% | +601.4% | +655.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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