+85.6%
PEP vs CLSK
-61.4%
+146.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.6% |
| 7D | +0.1% | +21.9% | -21.8% | +0.1% |
| 30D | +0.7% | +9.6% | -8.9% | +0.7% |
| 3M | -0.5% | -18.4% | +17.9% | -0.5% |
| 6M | -11.3% | +46.4% | -57.7% | -11.3% |
| YTD | -0.6% | +33.2% | -33.8% | -0.6% |
| 1Y | +1.7% | +47.0% | -45.3% | +1.6% |
| 3Y | -12.5% | +206.4% | -218.8% | -12.6% |
| 5Y | +3.9% | +5.4% | -1.5% | +3.6% |
| All | +85.6% | -61.4% | +146.9% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling