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  • CLF vs PBR✓SelectedUSD · PBRCLF vs PBR performance historyLatest closeAs of+1.79%09/04
Stock and ETF performance explorer

CLF vs PBR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+423.0%
PBR return
+1,797.5%
Excess return
-1,374.5%
Maximum drawdown
-98.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPBRExcessAlpha
1D+1.8%-1.9%+3.7%+2.9%
7D+7.6%+8.6%-1.0%+2.5%
30D-1.2%+12.8%-14.0%-8.1%
3M-13.4%+14.7%-28.0%-20.7%
6M+15.4%+25.2%-9.8%-1.9%
YTD-5.9%+77.1%-83.0%-34.6%
1Y+18.8%+69.6%-50.7%-16.0%
3Y-19.4%+95.6%-115.0%-49.5%
5Y-47.7%+501.8%-549.5%-85.0%
10Y+130.4%+640.6%-510.2%-56.4%
All+423.0%+1,797.5%-1,374.5%+13.9%

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