+792.3%
PH vs CRL
+241.6%
+550.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -10.8% | +5.0% | -15.8% | -12.6% |
| 3M | +8.5% | +50.6% | -42.1% | -8.3% |
| 6M | +3.9% | +60.9% | -57.0% | -15.9% |
| YTD | +9.4% | +40.7% | -31.3% | -7.3% |
| 1Y | +26.8% | +73.3% | -46.5% | -2.4% |
| 3Y | +140.8% | +40.6% | +100.2% | +88.4% |
| 5Y | +253.8% | -37.0% | +290.8% | +293.5% |
| 10Y | +792.3% | +244.3% | +548.1% | +291.8% |
| All | +792.3% | +241.6% | +550.7% | +291.8% |
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