+5,951.7%
PH vs CRL
+1,379.5%
+4,572.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -3.1% | -1.0% | -2.0% | -2.8% |
| 30D | -3.2% | +10.7% | -13.9% | -6.5% |
| 3M | +10.6% | +55.3% | -44.7% | -5.1% |
| 6M | -2.1% | +60.7% | -62.8% | -18.1% |
| YTD | +10.2% | +44.6% | -34.4% | -5.1% |
| 1Y | +28.2% | +77.7% | -49.5% | +2.3% |
| 3Y | +134.9% | +37.6% | +97.3% | +93.8% |
| 5Y | +253.6% | -35.8% | +289.5% | +263.9% |
| 10Y | +804.7% | +241.7% | +563.0% | +425.7% |
| All | +5,951.7% | +1,379.5% | +4,572.2% | +2,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling