+143.4%
PEG vs CRL
+256.1%
-112.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.4% |
| 7D | -0.9% | -3.5% | +2.7% | -0.4% |
| 30D | -3.7% | -2.1% | -1.6% | -3.5% |
| 3M | -7.3% | +48.0% | -55.2% | -13.0% |
| 6M | -10.5% | +64.7% | -75.2% | -18.0% |
| YTD | -7.5% | +39.5% | -47.0% | -13.3% |
| 1Y | -8.7% | +74.2% | -82.9% | -17.9% |
| 3Y | +31.4% | +39.4% | -8.0% | +18.5% |
| 5Y | +37.8% | -36.9% | +74.7% | +44.3% |
| All | +143.4% | +256.1% | -112.7% | +73.4% |
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