+12.0%
CARR vs PPL
+39.3%
-27.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.2% | +1.8% | +1.5% | +2.5% |
| 30D | -7.7% | -1.1% | -6.6% | -7.3% |
| 3M | -11.9% | 0.0% | -12.0% | -12.0% |
| 6M | +2.0% | -7.6% | +9.6% | +4.9% |
| YTD | +13.2% | +1.7% | +11.4% | +11.3% |
| 1Y | -8.5% | +1.5% | -10.0% | -10.2% |
| 3Y | +5.0% | +55.3% | -50.3% | -20.0% |
| 5Y | +12.0% | +37.7% | -25.7% | -9.5% |
| All | +12.0% | +39.3% | -27.3% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling