+54.0%
PPL vs CRS
+1,306.2%
-1,252.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | +1.8% | -3.1% | +4.8% | +2.2% |
| 30D | -1.1% | -19.6% | +18.5% | +2.1% |
| 3M | 0.0% | -8.1% | +8.1% | +0.8% |
| 6M | -7.6% | +18.6% | -26.1% | -10.9% |
| YTD | +1.7% | +45.9% | -44.1% | -5.3% |
| 1Y | +1.5% | +82.5% | -80.9% | -9.5% |
| 3Y | +55.3% | +648.9% | -593.6% | +4.0% |
| 5Y | +37.7% | +1,438.1% | -1,400.4% | -22.5% |
| 10Y | +54.0% | +1,327.0% | -1,273.0% | -24.0% |
| All | +54.0% | +1,306.2% | -1,252.2% | -24.0% |
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