+28.9%
PM vs CRL
+111.4%
-82.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.1% |
| 7D | -7.3% | +4.4% | -11.7% | -7.0% |
| 30D | -4.0% | +17.1% | -21.1% | -2.9% |
| 3M | +2.7% | +32.1% | -29.3% | +4.8% |
| 6M | +14.9% | +98.9% | -84.1% | +20.9% |
| YTD | +23.5% | +77.1% | -53.6% | +30.3% |
| All | +28.9% | +111.4% | -82.5% | +32.3% |
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 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