+549.2%
CL vs PBR
+1,607.0%
-1,057.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.8% | -3.7% | +2.9% | -0.5% |
| 30D | +9.5% | -29.0% | +38.5% | +12.8% |
| 3M | +6.6% | +4.9% | +1.7% | +5.8% |
| 6M | +13.2% | -8.4% | +21.7% | +13.6% |
| YTD | +26.9% | +59.4% | -32.5% | +20.3% |
| 1Y | +27.6% | +45.5% | -17.9% | +22.0% |
| 3Y | +39.1% | +67.4% | -28.3% | +30.0% |
| 5Y | +41.3% | +453.0% | -411.7% | +14.9% |
| 10Y | +83.9% | +555.9% | -472.0% | +36.4% |
| All | +549.2% | +1,607.0% | -1,057.8% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling