+386.6%
PSX vs CRL
+244.4%
+142.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.8% | -4.6% | +6.4% | +3.0% |
| 30D | +21.6% | +0.5% | +21.2% | +21.3% |
| 3M | +46.5% | +46.6% | -0.2% | +32.0% |
| 6M | +62.0% | +57.3% | +4.7% | +41.4% |
| YTD | +106.3% | +39.5% | +66.8% | +84.8% |
| 1Y | +103.0% | +76.9% | +26.1% | +68.6% |
| 3Y | +135.5% | +39.4% | +96.2% | +98.4% |
| 5Y | +368.5% | -37.2% | +405.7% | +404.3% |
| 10Y | +386.6% | +253.4% | +133.2% | +146.2% |
| All | +386.6% | +244.4% | +142.1% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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