+65.0%
PPL vs CRS
+882.2%
-817.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -1.0% | +4.4% | -5.3% | -1.7% |
| 30D | +3.0% | -19.1% | +22.2% | +5.6% |
| 3M | +1.1% | -43.2% | +44.4% | +9.1% |
| 6M | -0.8% | -28.9% | +28.1% | +2.9% |
| YTD | +3.5% | -3.0% | +6.4% | +1.4% |
| 1Y | -0.9% | -5.3% | +4.4% | -2.6% |
| 3Y | +54.2% | +363.5% | -309.3% | +9.8% |
| 5Y | +46.3% | +858.2% | -811.9% | -13.0% |
| 10Y | +65.0% | +862.9% | -797.9% | -14.2% |
| All | +65.0% | +882.2% | -817.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling