+66.8%
PPL vs CRL
+353.6%
-286.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | 0.0% | -1.7% | +1.8% | +0.1% |
| 30D | +4.3% | +14.6% | -10.3% | +1.9% |
| 3M | +2.9% | +24.8% | -21.9% | -0.8% |
| 6M | +1.1% | +94.7% | -93.6% | -9.3% |
| YTD | +4.5% | +73.4% | -68.9% | -5.3% |
| 1Y | +0.1% | +104.7% | -104.6% | -11.8% |
| 3Y | +55.7% | +101.1% | -45.4% | +31.2% |
| 5Y | +47.6% | -10.8% | +58.4% | +47.0% |
| 10Y | +66.8% | +358.8% | -292.0% | +12.2% |
| All | +66.8% | +353.6% | -286.8% | +12.2% |
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 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