+2,090.1%
PPL vs CRS
+10,171.0%
-8,080.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +0.5% | -16.6% | +17.1% | +3.2% |
| 3M | +0.7% | -3.5% | +4.1% | +0.7% |
| 6M | -7.6% | +15.4% | -23.0% | -10.5% |
| YTD | +1.8% | +51.2% | -49.4% | -5.7% |
| 1Y | -0.8% | +98.3% | -99.0% | -12.6% |
| 3Y | +56.9% | +651.5% | -594.7% | +7.7% |
| 5Y | +39.5% | +1,411.1% | -1,371.6% | -17.3% |
| 10Y | +55.4% | +1,424.3% | -1,368.9% | -16.2% |
| All | +2,090.1% | +10,171.0% | -8,080.9% | +741.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling