+843.8%
PM vs CRL
+514.6%
+329.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -3.0% |
| 7D | -5.2% | -6.1% | +0.9% | -4.5% |
| 30D | +2.7% | +12.4% | -9.7% | +0.5% |
| 3M | +6.1% | +27.1% | -21.0% | +1.7% |
| 6M | +18.0% | +85.7% | -67.7% | +6.0% |
| YTD | +26.6% | +69.2% | -42.6% | +14.4% |
| 1Y | +36.7% | +97.5% | -60.8% | +20.1% |
| 3Y | +146.0% | +86.1% | +59.9% | +107.5% |
| 5Y | +164.1% | -10.0% | +174.1% | +155.1% |
| 10Y | +238.8% | +395.0% | -156.2% | +105.5% |
| All | +843.8% | +514.6% | +329.2% | +452.0% |
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 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