-58.2%
CRWV vs PENG
+120.5%
-178.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.1% | -0.8% | -5.6% |
| 7D | -24.3% | -20.5% | -3.8% | -15.6% |
| 30D | -44.6% | -20.4% | -24.2% | -38.4% |
| 3M | -47.3% | -16.4% | -30.9% | -43.2% |
| 6M | -61.4% | +49.2% | -110.6% | -70.4% |
| YTD | -32.4% | +147.2% | -179.6% | -66.4% |
| 1Y | -58.2% | +124.7% | -182.8% | -77.3% |
| All | -58.2% | +120.5% | -178.6% | -77.3% |
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