+116.1%
PG vs CRL
+256.1%
-139.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -0.8% | -3.5% | +2.8% | -0.5% |
| 30D | +0.8% | -2.1% | +3.0% | +1.0% |
| 3M | -1.3% | +48.0% | -49.3% | -5.1% |
| 6M | -3.8% | +64.7% | -68.6% | -8.8% |
| YTD | +3.6% | +39.5% | -35.9% | -0.4% |
| 1Y | -5.7% | +74.2% | -79.9% | -11.7% |
| 3Y | +1.6% | +39.4% | -37.8% | -4.9% |
| 5Y | +14.6% | -36.9% | +51.5% | +20.4% |
| All | +116.1% | +256.1% | -139.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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