+47.7%
PPL vs CRL
-6.0%
+53.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.6% |
| 7D | -1.2% | +4.4% | -5.6% | -1.6% |
| 30D | +4.2% | +17.1% | -12.8% | +2.9% |
| 3M | +1.5% | +32.1% | -30.6% | -0.7% |
| 6M | +1.0% | +98.9% | -97.9% | -4.4% |
| YTD | +4.4% | +77.1% | -72.7% | -0.7% |
| 1Y | +0.8% | +110.3% | -109.5% | -5.6% |
| 3Y | +56.5% | +108.5% | -52.0% | +42.2% |
| 5Y | +47.7% | -7.9% | +55.5% | +42.6% |
| All | +47.7% | -6.0% | +53.7% | +42.6% |
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