+54.2%
PPL vs CRL
+247.0%
-192.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | +0.5% | +10.7% | -10.2% | -1.1% |
| 3M | +0.7% | +55.3% | -54.6% | -6.0% |
| 6M | -7.6% | +60.7% | -68.3% | -14.8% |
| YTD | +1.8% | +44.6% | -42.8% | -4.8% |
| 1Y | -0.8% | +77.7% | -78.5% | -10.7% |
| 3Y | +56.9% | +37.6% | +19.2% | +42.4% |
| 5Y | +39.5% | -35.8% | +75.3% | +48.4% |
| All | +54.2% | +247.0% | -192.8% | +7.1% |
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