+167.5%
PEG vs CRL
+350.3%
-182.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +7.5% | +11.9% | -4.4% | +5.4% |
| 3M | +0.8% | +20.2% | -19.3% | -2.3% |
| 6M | 0.0% | +107.5% | -107.5% | -11.4% |
| YTD | -3.0% | +69.4% | -72.5% | -12.1% |
| 1Y | -4.7% | +99.7% | -104.5% | -16.1% |
| 3Y | +36.5% | +98.8% | -62.3% | +15.1% |
| 5Y | +44.4% | -12.4% | +56.8% | +42.3% |
| All | +167.5% | +350.3% | -182.8% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling