-14.9%
PEP vs CLSK
+202.5%
-217.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.7% | +17.2% | -18.9% | -1.6% |
| 30D | +0.3% | +14.6% | -14.3% | +0.4% |
| 3M | -3.2% | -16.8% | +13.6% | -3.2% |
| 6M | -13.6% | +38.2% | -51.8% | -13.5% |
| YTD | -1.9% | +31.2% | -33.1% | -1.9% |
| 1Y | -0.6% | +37.3% | -37.9% | -0.7% |
| All | -14.9% | +202.5% | -217.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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