+3.2%
CRM vs PPL
+54.3%
-51.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.0% |
| 7D | -4.0% | -1.0% | -3.1% | -4.1% |
| 30D | -6.8% | +3.0% | -9.8% | -6.5% |
| 3M | +10.6% | +1.1% | +9.5% | +10.9% |
| 6M | +23.4% | -0.8% | +24.1% | +23.8% |
| YTD | -17.1% | +3.5% | -20.6% | -16.8% |
| 1Y | -10.1% | -0.9% | -9.2% | -9.6% |
| All | +3.2% | +54.3% | -51.1% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling