Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLF vs PBR✓SelectedUSD · PBRCLF vs PBR performance historyLatest closeAs of-1.63%09/09
Stock and ETF performance explorer

CLF vs PBR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-48.2%
PBR return
+566.8%
Excess return
-615.0%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPBRExcessAlpha
1D-1.6%+0.5%-2.1%-1.8%
7D-2.7%+0.3%-3.0%-2.8%
30D-3.2%+17.5%-20.7%-8.1%
3M-5.0%+20.9%-25.9%-10.9%
6M+26.6%+20.2%+6.3%+17.4%
YTD-9.0%+84.3%-93.2%-27.5%
1Y+11.8%+77.1%-65.3%-10.1%
3Y-15.1%+100.8%-115.9%-35.5%
5Y-48.2%+556.1%-604.3%-74.7%
All-48.2%+566.8%-615.0%-74.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling