+1,041.1%
PEG vs CRL
+1,379.5%
-338.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | -2.4% | +10.7% | -13.1% | -4.0% |
| 3M | -4.8% | +55.3% | -60.1% | -11.2% |
| 6M | -10.7% | +60.7% | -71.3% | -17.7% |
| YTD | -6.7% | +44.6% | -51.3% | -12.9% |
| 1Y | -6.8% | +77.7% | -84.6% | -16.2% |
| 3Y | +34.5% | +37.6% | -3.1% | +22.0% |
| 5Y | +35.8% | -35.8% | +71.6% | +36.7% |
| 10Y | +141.7% | +241.7% | -100.0% | +79.6% |
| All | +1,041.1% | +1,379.5% | -338.4% | +565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling