+35.7%
PEG vs CRL
-37.4%
+73.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -1.9% | +5.0% | -6.8% | -2.4% |
| 3M | -3.7% | +50.6% | -54.3% | -7.5% |
| 6M | -9.4% | +60.9% | -70.4% | -14.0% |
| YTD | -6.0% | +40.7% | -46.7% | -9.6% |
| 1Y | -4.4% | +73.3% | -77.7% | -10.4% |
| 3Y | +33.5% | +40.6% | -7.0% | +24.9% |
| 5Y | +35.7% | -37.0% | +72.7% | +31.4% |
| All | +35.7% | -37.4% | +73.2% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling