+836.5%
PM vs CRL
+524.0%
+312.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -7.1% | +5.0% | -12.1% | -7.8% |
| 30D | -2.8% | +13.5% | -16.3% | -5.0% |
| 3M | +6.3% | +21.5% | -15.2% | +2.7% |
| 6M | +9.6% | +103.4% | -93.8% | -2.9% |
| YTD | +25.6% | +71.8% | -46.2% | +13.2% |
| 1Y | +29.7% | +97.5% | -67.9% | +14.0% |
| 3Y | +147.6% | +99.2% | +48.3% | +105.8% |
| 5Y | +160.1% | -12.1% | +172.3% | +153.1% |
| 10Y | +260.9% | +359.2% | -98.3% | +123.0% |
| All | +836.5% | +524.0% | +312.5% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling