+573.8%
PEP vs CRL
+1,505.2%
-931.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.7% |
| 7D | +6.7% | -16.8% | +23.4% | +8.8% |
| 30D | +13.5% | +2.6% | +10.9% | +12.8% |
| 3M | +3.9% | +20.1% | -16.1% | +1.2% |
| 6M | -6.0% | +68.8% | -74.8% | -12.6% |
| YTD | +2.5% | +56.9% | -54.5% | -4.5% |
| 1Y | +3.9% | +86.7% | -82.7% | -5.4% |
| 3Y | -4.7% | +72.1% | -76.7% | -14.8% |
| 5Y | +1.1% | -16.6% | +17.7% | -2.0% |
| 10Y | +83.8% | +359.0% | -275.2% | +39.0% |
| All | +573.8% | +1,505.2% | -931.4% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling