+234.7%
PM vs CRL
+400.8%
-166.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.9% |
| 7D | -7.3% | +4.4% | -11.7% | -7.8% |
| 30D | -4.0% | +17.1% | -21.1% | -5.9% |
| 3M | +2.7% | +32.1% | -29.3% | -0.8% |
| 6M | +14.9% | +98.9% | -84.1% | +5.4% |
| YTD | +23.5% | +77.1% | -53.6% | +14.3% |
| 1Y | +30.4% | +110.3% | -79.9% | +17.7% |
| 3Y | +143.2% | +108.5% | +34.7% | +109.0% |
| 5Y | +159.5% | -7.9% | +167.3% | +165.1% |
| 10Y | +234.7% | +368.9% | -134.3% | +118.3% |
| All | +234.7% | +400.8% | -166.2% | +118.3% |
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