+713.9%
PH vs CRL
+353.6%
+360.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | +2.1% | -1.7% | +3.9% | +2.7% |
| 30D | +0.3% | +14.6% | -14.3% | -5.3% |
| 3M | -8.8% | +24.8% | -33.6% | -17.0% |
| 6M | +10.0% | +94.7% | -84.6% | -17.0% |
| YTD | +10.5% | +73.4% | -62.9% | -14.3% |
| 1Y | +15.5% | +104.7% | -89.1% | -16.5% |
| 3Y | +136.4% | +101.1% | +35.3% | +58.4% |
| 5Y | +213.6% | -10.8% | +224.4% | +199.1% |
| 10Y | +713.9% | +358.8% | +355.1% | +251.3% |
| All | +713.9% | +353.6% | +360.3% | +251.3% |
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