+8.5%
CRCL vs PPL
+4.0%
+4.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -12.5% | -2.6% | -9.9% | -12.3% |
| 30D | +26.9% | -3.0% | +30.0% | +27.1% |
| 3M | +14.4% | -3.9% | +18.3% | +14.4% |
| 6M | -23.5% | -8.9% | -14.6% | -22.7% |
| YTD | +13.9% | -0.8% | +14.7% | +12.5% |
| 1Y | -20.6% | -2.1% | -18.4% | -18.7% |
| All | +8.5% | +4.0% | +4.5% | +12.4% |
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