+33.7%
PEG vs CRL
+102.9%
-69.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.4% |
| 7D | +2.6% | -1.7% | +4.3% | +2.6% |
| 30D | +3.3% | +14.6% | -11.3% | +2.5% |
| 3M | +1.1% | +24.8% | -23.8% | -0.3% |
| 6M | -1.4% | +94.7% | -96.1% | -5.5% |
| YTD | -4.6% | +73.4% | -77.9% | -8.0% |
| 1Y | -7.2% | +104.7% | -111.9% | -11.8% |
| 3Y | +33.7% | +101.1% | -67.3% | +15.2% |
| All | +33.7% | +102.9% | -69.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling