+64.4%
PPL vs CRS
+967.2%
-902.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.7% | -10.0% | -1.7% |
| 7D | -1.2% | +4.9% | -6.2% | -2.0% |
| 30D | +4.2% | -20.8% | +25.0% | +7.1% |
| 3M | +1.5% | -46.4% | +48.0% | +10.4% |
| 6M | +1.0% | -28.6% | +29.6% | +4.7% |
| YTD | +4.4% | -2.8% | +7.2% | +2.3% |
| 1Y | +0.8% | -6.7% | +7.5% | -0.7% |
| 3Y | +56.5% | +368.0% | -311.5% | +11.2% |
| 5Y | +47.7% | +852.9% | -805.2% | -12.0% |
| 10Y | +64.4% | +905.1% | -840.7% | -14.3% |
| All | +64.4% | +967.2% | -902.8% | -14.3% |
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