-11.9%
PEP vs CRL
+38.0%
-49.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | +0.2% | +10.7% | -10.4% | -0.2% |
| 3M | -1.1% | +55.3% | -56.4% | -3.2% |
| 6M | -13.5% | +60.7% | -74.1% | -15.6% |
| YTD | -1.2% | +44.6% | -45.8% | -3.2% |
| 1Y | -1.6% | +77.7% | -79.3% | -5.0% |
| All | -11.9% | +38.0% | -49.9% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling