+441.9%
CARR vs PPL
+100.3%
+341.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | +2.7% | -1.1% | +0.6% |
| 30D | -8.7% | +0.5% | -9.2% | -8.9% |
| 3M | -12.6% | +0.7% | -13.2% | -12.9% |
| 6M | -1.5% | -7.6% | +6.1% | +1.0% |
| YTD | +14.3% | +1.8% | +12.5% | +12.7% |
| 1Y | -4.6% | -0.8% | -3.8% | -5.2% |
| 3Y | +7.3% | +56.9% | -49.5% | -13.4% |
| 5Y | +11.6% | +39.5% | -27.9% | -5.6% |
| All | +441.9% | +100.3% | +341.7% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling