+60.2%
PPL vs CRL
+386.8%
-326.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -1.6% |
| 7D | +0.4% | -6.1% | +6.5% | +1.1% |
| 30D | +5.4% | +12.4% | -6.9% | +3.4% |
| 3M | +4.3% | +27.1% | -22.9% | +0.2% |
| 6M | -1.3% | +85.7% | -87.1% | -10.8% |
| YTD | +4.7% | +69.2% | -64.5% | -4.7% |
| 1Y | +1.3% | +97.5% | -96.3% | -10.2% |
| 3Y | +57.2% | +86.1% | -28.9% | +34.8% |
| 5Y | +48.2% | -10.0% | +58.3% | +46.8% |
| All | +60.2% | +386.8% | -326.5% | +14.6% |
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