+338.3%
PSX vs CRL
+353.6%
-15.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -7.8% | -1.7% | -6.1% | -7.5% |
| 30D | -9.9% | +14.6% | -24.5% | -13.2% |
| 3M | +16.9% | +24.8% | -7.9% | +10.0% |
| 6M | +48.0% | +94.7% | -46.7% | +23.1% |
| YTD | +98.3% | +73.4% | +25.0% | +67.6% |
| 1Y | +86.2% | +104.7% | -18.5% | +49.9% |
| 3Y | +144.0% | +101.1% | +42.9% | +85.4% |
| 5Y | +287.7% | -10.8% | +298.5% | +276.0% |
| 10Y | +338.3% | +358.8% | -20.5% | +121.0% |
| All | +338.3% | +353.6% | -15.3% | +121.0% |
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