+549.9%
PEP vs CRL
+1,379.5%
-829.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +0.2% | +10.7% | -10.4% | -1.0% |
| 3M | -1.1% | +55.3% | -56.4% | -6.6% |
| 6M | -13.5% | +60.7% | -74.1% | -19.0% |
| YTD | -1.2% | +44.6% | -45.8% | -6.6% |
| 1Y | -1.6% | +77.7% | -79.3% | -9.7% |
| 3Y | -12.5% | +37.6% | -50.1% | -19.3% |
| 5Y | +3.0% | -35.8% | +38.9% | +3.8% |
| 10Y | +73.9% | +241.7% | -167.8% | +36.5% |
| All | +549.9% | +1,379.5% | -829.6% | +360.0% |
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