+75.7%
PEP vs CRS
+1,409.1%
-1,333.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -1.4% | -4.1% | +2.7% | -1.1% |
| 30D | -0.2% | -16.6% | +16.4% | +1.1% |
| 3M | -4.3% | -14.3% | +10.0% | -3.5% |
| 6M | -13.2% | +11.6% | -24.8% | -14.6% |
| YTD | -1.9% | +42.6% | -44.5% | -5.5% |
| 1Y | -0.3% | +81.8% | -82.2% | -6.4% |
| 3Y | -13.6% | +632.1% | -645.7% | -31.1% |
| 5Y | +3.4% | +1,401.6% | -1,398.3% | -25.8% |
| All | +75.7% | +1,409.1% | -1,333.4% | +15.4% |
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