+48.5%
PPL vs CRL
-10.4%
+58.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -1.1% |
| 7D | +0.4% | -6.1% | +6.5% | +0.8% |
| 30D | +5.4% | +12.4% | -6.9% | +4.4% |
| 3M | +4.3% | +27.1% | -22.9% | +2.2% |
| 6M | -1.3% | +85.7% | -87.1% | -6.2% |
| YTD | +4.7% | +69.2% | -64.5% | -0.1% |
| 1Y | +1.3% | +97.5% | -96.3% | -4.7% |
| 3Y | +57.2% | +86.1% | -28.9% | +44.8% |
| All | +48.5% | -10.4% | +58.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling