-11.7%
CRS vs PENG
+88.9%
-100.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -2.1% |
| 7D | -1.7% | -19.4% | +17.8% | +0.9% |
| 30D | -28.8% | -42.4% | +13.6% | -23.6% |
| 3M | -50.0% | -25.6% | -24.4% | -48.5% |
| 6M | -39.2% | +7.3% | -46.5% | -40.4% |
| YTD | -11.4% | +113.9% | -125.3% | -21.3% |
| 1Y | -11.7% | +93.6% | -105.3% | -20.8% |
| All | -11.7% | +88.9% | -100.6% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling