+49.1%
PPL vs CRL
-16.7%
+65.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.1% |
| 7D | +1.0% | -16.8% | +17.8% | +2.3% |
| 30D | +6.8% | +2.6% | +4.2% | +6.4% |
| 3M | +3.9% | +20.1% | -16.2% | +2.2% |
| 6M | -2.0% | +68.8% | -70.9% | -6.2% |
| YTD | +5.3% | +56.9% | -51.6% | +1.0% |
| 1Y | +2.2% | +86.7% | -84.5% | -3.5% |
| 3Y | +56.7% | +72.1% | -15.3% | +45.2% |
| 5Y | +49.1% | -16.6% | +65.6% | +45.0% |
| All | +49.1% | -16.7% | +65.8% | +45.0% |
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