-6.8%
PEG vs CRL
+78.8%
-85.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | -0.2% |
| 7D | +0.7% | -1.0% | +1.7% | +0.7% |
| 30D | -2.4% | +10.7% | -13.1% | -2.4% |
| 3M | -4.8% | +55.3% | -60.1% | -5.0% |
| 6M | -10.7% | +60.7% | -71.3% | -11.1% |
| YTD | -6.7% | +44.6% | -51.3% | -6.9% |
| 1Y | -6.8% | +77.7% | -84.6% | -7.6% |
| All | -6.8% | +78.8% | -85.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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