+52.9%
CL vs PBR
+703.7%
-650.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -2.4% | +4.2% | -6.7% | -2.7% |
| 30D | -4.8% | +22.7% | -27.5% | -6.2% |
| 3M | -1.7% | +21.5% | -23.2% | -3.3% |
| 6M | -3.8% | +24.0% | -27.8% | -5.7% |
| YTD | +13.3% | +88.2% | -75.0% | +7.3% |
| 1Y | +8.3% | +74.8% | -66.5% | +3.1% |
| 3Y | +28.8% | +105.1% | -76.3% | +20.1% |
| 5Y | +28.5% | +572.2% | -543.7% | +5.6% |
| All | +52.9% | +703.7% | -650.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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