+383.2%
CARR vs PPL
+105.4%
+277.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -4.2% | +4.3% | -8.5% | -5.7% |
| 3M | -16.1% | +2.9% | -19.0% | -17.1% |
| 6M | -20.1% | +1.1% | -21.2% | -20.6% |
| YTD | +1.9% | +4.5% | -2.5% | -0.5% |
| 1Y | -6.1% | +0.1% | -6.2% | -6.8% |
| 3Y | +7.3% | +55.7% | -48.4% | -12.9% |
| 5Y | +4.4% | +47.6% | -43.2% | -13.6% |
| All | +383.2% | +105.4% | +277.7% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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