-4.7%
PEG vs CRL
+99.6%
-104.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +7.5% | +11.9% | -4.4% | +7.7% |
| 3M | +0.8% | +20.2% | -19.3% | +1.1% |
| 6M | 0.0% | +107.5% | -107.5% | +1.1% |
| YTD | -3.0% | +69.4% | -72.5% | -3.0% |
| 1Y | -4.7% | +99.7% | -104.5% | -6.3% |
| All | -4.7% | +99.6% | -104.3% | -6.3% |
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