0.0%
PPL vs CRS
-7.4%
+7.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.7% | -10.0% | -0.3% |
| 7D | -1.2% | +4.9% | -6.2% | -1.2% |
| 30D | +4.2% | -20.8% | +25.0% | +4.2% |
| 3M | +1.5% | -46.4% | +48.0% | +2.3% |
| 6M | +1.0% | -28.6% | +29.6% | +0.2% |
| YTD | +4.4% | -2.8% | +7.2% | +1.4% |
| All | 0.0% | -7.4% | +7.5% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling