+80.3%
PEP vs CRL
+400.8%
-320.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.2% |
| 7D | +1.0% | +4.4% | -3.3% | +0.3% |
| 30D | +12.6% | +17.1% | -4.5% | +9.9% |
| 3M | +3.1% | +32.1% | -28.9% | -1.1% |
| 6M | -6.3% | +98.9% | -105.2% | -15.5% |
| YTD | +1.9% | +77.1% | -75.3% | -7.3% |
| 1Y | +3.3% | +110.3% | -107.0% | -8.6% |
| 3Y | -4.8% | +108.5% | -113.3% | -19.2% |
| 5Y | +2.0% | -7.9% | +9.9% | +1.3% |
| 10Y | +80.3% | +368.9% | -288.6% | +19.2% |
| All | +80.3% | +400.8% | -320.5% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling