-5.7%
PEP vs CRDO
+1,287.8%
-1,293.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.7% | +1.6% | -3.3% | -1.6% |
| 30D | +0.3% | -30.0% | +30.3% | -0.6% |
| 3M | -3.2% | -28.3% | +25.1% | -3.8% |
| 6M | -13.6% | +44.8% | -58.4% | -12.4% |
| YTD | -1.9% | +16.7% | -18.6% | -0.8% |
| 1Y | -0.6% | +12.7% | -13.3% | +0.6% |
| 3Y | -13.6% | +960.1% | -973.7% | -12.8% |
| All | -5.7% | +1,287.8% | -1,293.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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