+24.1%
PPG vs CRL
+256.1%
-232.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | -6.2% | -3.5% | -2.7% | -5.2% |
| 30D | -7.9% | -2.1% | -5.8% | -7.4% |
| 3M | -10.2% | +48.0% | -58.2% | -21.2% |
| 6M | +2.7% | +64.7% | -62.1% | -13.8% |
| YTD | +4.9% | +39.5% | -34.6% | -7.8% |
| 1Y | -3.2% | +74.2% | -77.4% | -21.5% |
| 3Y | -17.0% | +39.4% | -56.4% | -31.9% |
| 5Y | -23.3% | -36.9% | +13.6% | -18.4% |
| All | +24.1% | +256.1% | -232.0% | -33.0% |
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 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