+3,301.6%
PEP vs CRS
+6,329.0%
-3,027.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +14.0% | -22.9% | +36.9% | +16.5% |
| 3M | +5.4% | -46.8% | +52.2% | +11.7% |
| 6M | -5.1% | -30.4% | +25.3% | -2.6% |
| YTD | +3.1% | -5.4% | +8.5% | +2.0% |
| 1Y | +4.8% | -9.0% | +13.8% | +4.0% |
| 3Y | -4.1% | +352.2% | -356.3% | -22.6% |
| 5Y | +3.0% | +852.2% | -849.3% | -25.6% |
| 10Y | +89.6% | +862.6% | -773.0% | +27.0% |
| All | +3,301.6% | +6,329.0% | -3,027.4% | +1,513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling