-4.6%
PEP vs CRL
+72.9%
-77.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +6.7% | -16.8% | +23.4% | +7.2% |
| 30D | +13.5% | +2.6% | +10.9% | +13.2% |
| 3M | +3.9% | +20.1% | -16.1% | +2.9% |
| 6M | -6.0% | +68.8% | -74.8% | -8.4% |
| YTD | +2.5% | +56.9% | -54.5% | -0.1% |
| 1Y | +3.9% | +86.7% | -82.7% | +0.2% |
| All | -4.6% | +72.9% | -77.5% | -9.8% |
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 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