+250.9%
PM vs CRL
+353.6%
-102.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -6.6% | -1.7% | -4.9% | -6.5% |
| 30D | -3.4% | +14.6% | -18.0% | -5.1% |
| 3M | +5.3% | +24.8% | -19.5% | +2.4% |
| 6M | +15.5% | +94.7% | -79.2% | +6.2% |
| YTD | +24.3% | +73.4% | -49.1% | +15.2% |
| 1Y | +29.7% | +104.7% | -75.0% | +17.5% |
| 3Y | +144.9% | +101.1% | +43.9% | +111.7% |
| 5Y | +159.0% | -10.8% | +169.8% | +166.1% |
| 10Y | +250.9% | +358.8% | -107.9% | +130.1% |
| All | +250.9% | +353.6% | -102.7% | +130.1% |
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