+95.5%
PEP vs CRS
+790.4%
-694.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.4% |
| 7D | +2.9% | +4.8% | -1.9% | +2.5% |
| 30D | +12.5% | -23.2% | +35.7% | +14.3% |
| 3M | +4.5% | -45.5% | +50.0% | +9.0% |
| 6M | -0.5% | -33.1% | +32.6% | +1.6% |
| YTD | +4.4% | -7.2% | +11.6% | +3.3% |
| 1Y | +4.4% | -10.0% | +14.4% | +3.5% |
| 3Y | -3.4% | +332.3% | -335.7% | -20.2% |
| 5Y | +5.2% | +801.9% | -796.7% | -22.1% |
| All | +95.5% | +790.4% | -694.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling