+12.8%
PH vs CRL
+97.0%
-84.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +7.4% | +8.9% | -1.5% | +5.8% |
| 30D | +0.5% | +14.0% | -13.5% | -1.7% |
| 3M | -10.2% | +19.8% | -30.1% | -13.0% |
| 6M | +8.9% | +102.0% | -93.1% | -3.4% |
| YTD | +9.7% | +70.8% | -61.2% | -1.9% |
| 1Y | +12.8% | +98.7% | -85.9% | -5.4% |
| All | +12.8% | +97.0% | -84.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling