+111.0%
PBF vs CRL
+85.3%
+25.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.6% | -7.1% |
| 7D | -0.9% | -12.8% | +11.9% | -1.9% |
| 30D | -13.7% | +5.0% | -18.7% | -12.9% |
| 3M | +10.6% | +39.4% | -28.7% | +15.6% |
| 6M | +61.2% | +89.4% | -28.2% | +72.6% |
| YTD | +172.7% | +63.6% | +109.2% | +186.4% |
| 1Y | +111.0% | +83.5% | +27.6% | +119.0% |
| All | +111.0% | +85.3% | +25.7% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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