-1.0%
PPL vs CRL
+98.1%
-99.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.0% | +5.0% | -6.0% | -0.9% |
| 30D | +3.0% | +13.5% | -10.5% | +3.0% |
| 3M | +1.1% | +21.5% | -20.4% | +1.0% |
| 6M | -0.8% | +103.4% | -104.2% | -0.9% |
| YTD | +3.5% | +71.8% | -68.3% | +2.6% |
| All | -1.0% | +98.1% | -99.0% | -3.3% |
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 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