+0.7%
PEP vs CRL
+67.6%
-66.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.7% | +5.0% | -4.3% | +0.7% |
| 3M | -0.5% | +50.6% | -51.1% | -0.4% |
| 6M | -11.3% | +60.9% | -72.2% | -11.2% |
| YTD | -0.6% | +40.7% | -41.3% | -1.3% |
| All | +0.7% | +67.6% | -66.9% | -1.8% |
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