+135.3%
PM vs CRL
-37.1%
+172.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | +4.7% | -3.5% | +8.2% | +4.7% |
| 30D | +2.6% | -2.1% | +4.8% | +2.6% |
| 3M | +6.6% | +48.0% | -41.4% | +6.2% |
| 6M | +16.5% | +64.7% | -48.2% | +15.9% |
| YTD | +21.2% | +39.5% | -18.3% | +20.9% |
| 1Y | +17.9% | +74.2% | -56.3% | +17.0% |
| 3Y | +129.8% | +39.4% | +90.5% | +127.4% |
| All | +135.3% | -37.1% | +172.4% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling