-12.5%
PEP vs CRS
+653.3%
-665.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.5% |
| 7D | +0.1% | -3.1% | +3.2% | 0.0% |
| 30D | +0.7% | -19.6% | +20.3% | +0.3% |
| 3M | -0.5% | -8.1% | +7.5% | -0.9% |
| 6M | -11.3% | +18.6% | -29.9% | -11.5% |
| YTD | -0.6% | +45.9% | -46.5% | -0.7% |
| 1Y | +1.7% | +82.5% | -80.8% | +1.9% |
| 3Y | -12.5% | +648.9% | -661.4% | -17.1% |
| All | -12.5% | +653.3% | -665.7% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling