+198.6%
PM vs CRL
+241.6%
-43.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -2.6% | +5.0% | -7.5% | -3.2% |
| 3M | +5.8% | +50.6% | -44.8% | +0.6% |
| 6M | +10.6% | +60.9% | -50.4% | +3.7% |
| YTD | +17.2% | +40.7% | -23.6% | +11.5% |
| 1Y | +17.6% | +73.3% | -55.7% | +8.4% |
| 3Y | +124.3% | +40.6% | +83.7% | +105.4% |
| 5Y | +125.1% | -37.0% | +162.1% | +146.0% |
| 10Y | +198.6% | +244.3% | -45.7% | +103.3% |
| All | +198.6% | +241.6% | -43.0% | +103.3% |
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