+891.7%
PPL vs CRL
+1,379.5%
-487.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | +0.5% | +10.7% | -10.2% | -1.1% |
| 3M | +0.7% | +55.3% | -54.6% | -5.9% |
| 6M | -7.6% | +60.7% | -68.3% | -14.6% |
| YTD | +1.8% | +44.6% | -42.8% | -4.7% |
| 1Y | -0.8% | +77.7% | -78.5% | -10.4% |
| 3Y | +56.9% | +37.6% | +19.2% | +42.7% |
| 5Y | +39.5% | -35.8% | +75.3% | +40.8% |
| 10Y | +55.4% | +241.7% | -186.4% | +16.0% |
| All | +891.7% | +1,379.5% | -487.8% | +489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling