+64.4%
PPL vs CRL
+400.8%
-336.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.9% |
| 7D | -1.2% | +4.4% | -5.6% | -1.9% |
| 30D | +4.2% | +17.1% | -12.8% | +1.6% |
| 3M | +1.5% | +32.1% | -30.6% | -3.0% |
| 6M | +1.0% | +98.9% | -97.9% | -9.6% |
| YTD | +4.4% | +77.1% | -72.7% | -5.6% |
| 1Y | +0.8% | +110.3% | -109.5% | -11.6% |
| 3Y | +56.5% | +108.5% | -52.0% | +31.0% |
| 5Y | +47.7% | -7.9% | +55.5% | +46.2% |
| 10Y | +64.4% | +368.9% | -304.5% | +10.1% |
| All | +64.4% | +400.8% | -336.4% | +10.1% |
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