0.0%
PPL vs CRL
+111.4%
-111.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.2% |
| 7D | -1.2% | +4.4% | -5.6% | -1.1% |
| 30D | +4.2% | +17.1% | -12.8% | +4.2% |
| 3M | +1.5% | +32.1% | -30.6% | +1.4% |
| 6M | +1.0% | +98.9% | -97.9% | +0.8% |
| YTD | +4.4% | +77.1% | -72.7% | +3.5% |
| All | 0.0% | +111.4% | -111.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling