+425.9%
CARR vs PPL
+97.1%
+328.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.7% | -1.3% | -7.4% | -8.2% |
| 3M | -18.4% | -2.6% | -15.8% | -17.7% |
| 6M | -0.6% | -8.4% | +7.8% | +2.3% |
| YTD | +10.9% | +0.2% | +10.7% | +10.1% |
| 1Y | -7.3% | -0.2% | -7.1% | -8.1% |
| 3Y | +2.9% | +52.9% | -50.0% | -16.1% |
| 5Y | +9.6% | +36.8% | -27.2% | -6.6% |
| All | +425.9% | +97.1% | +328.9% | +306.9% |
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