+3.7%
PEP vs CRL
+85.3%
-81.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.3% | +11.0% | +3.4% |
| 7D | +7.4% | -12.8% | +20.1% | +6.8% |
| 30D | +13.3% | +5.0% | +8.4% | +13.2% |
| 3M | +3.5% | +39.4% | -35.9% | +4.0% |
| 6M | -5.9% | +89.4% | -95.3% | -4.8% |
| YTD | +2.3% | +63.6% | -61.3% | +1.3% |
| 1Y | +3.7% | +83.5% | -79.8% | +2.3% |
| All | +3.7% | +85.3% | -81.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling