+2.1%
CRWV vs PEP
-3.0%
+5.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.0% |
| 7D | +6.1% | -1.4% | +7.5% | +4.7% |
| 30D | -0.6% | +0.2% | -0.8% | -0.1% |
| 3M | -17.3% | -1.1% | -16.2% | -16.0% |
| 6M | +12.4% | -13.5% | +25.9% | +7.4% |
| YTD | +24.8% | -1.2% | +26.0% | +29.4% |
| 1Y | +2.1% | -1.6% | +3.7% | +6.5% |
| All | +2.1% | -3.0% | +5.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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