+65.0%
PPL vs CRL
+358.0%
-293.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.0% | +5.0% | -6.0% | -1.7% |
| 30D | +3.0% | +13.5% | -10.5% | +0.8% |
| 3M | +1.1% | +21.5% | -20.4% | -2.2% |
| 6M | -0.8% | +103.4% | -104.2% | -11.5% |
| YTD | +3.5% | +71.8% | -68.3% | -6.1% |
| 1Y | -0.9% | +97.5% | -98.4% | -12.2% |
| 3Y | +54.2% | +99.2% | -45.0% | +30.1% |
| 5Y | +46.3% | -12.1% | +58.4% | +46.2% |
| 10Y | +65.0% | +359.2% | -294.1% | +11.3% |
| All | +65.0% | +358.0% | -293.0% | +11.3% |
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