+3,159.9%
PEP vs CRS
+10,171.0%
-7,011.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.2% | -16.6% | +16.9% | +2.0% |
| 3M | -1.1% | -3.5% | +2.4% | -1.2% |
| 6M | -13.5% | +15.4% | -28.9% | -15.4% |
| YTD | -1.2% | +51.2% | -52.4% | -6.3% |
| 1Y | -1.6% | +98.3% | -99.8% | -9.8% |
| 3Y | -12.5% | +651.5% | -664.1% | -32.7% |
| 5Y | +3.0% | +1,411.1% | -1,408.1% | -28.7% |
| 10Y | +73.9% | +1,424.3% | -1,350.4% | +11.4% |
| All | +3,159.9% | +10,171.0% | -7,011.1% | +1,382.7% |
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