+137.4%
CRWV vs PENG
+181.8%
-44.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +17.3% | +7.3% | +10.0% | +13.3% |
| 30D | +7.7% | -7.5% | +15.1% | +11.8% |
| 3M | -3.6% | -17.2% | +13.7% | +2.1% |
| 6M | +27.6% | +176.7% | -149.2% | -39.5% |
| YTD | +32.6% | +161.0% | -128.5% | -36.4% |
| 1Y | -5.3% | +108.8% | -114.1% | -49.5% |
| All | +137.4% | +181.8% | -44.4% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling