-32.2%
CRCL vs PBR
+74.3%
-106.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | -11.2% | +5.4% | -16.6% | -11.8% |
| 30D | +27.1% | +22.9% | +4.2% | +22.8% |
| 3M | +9.6% | +19.6% | -10.0% | +5.7% |
| 6M | -19.7% | +16.5% | -36.2% | -23.5% |
| YTD | +14.2% | +86.7% | -72.4% | -5.4% |
| 1Y | -32.2% | +74.7% | -106.9% | -43.8% |
| All | -32.2% | +74.3% | -106.5% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling