+362.2%
PBF vs CRL
+244.4%
+117.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | +1.4% | -4.6% | +6.0% | +3.0% |
| 30D | +15.8% | +0.5% | +15.4% | +15.4% |
| 3M | +90.3% | +46.6% | +43.7% | +63.2% |
| 6M | +102.8% | +57.3% | +45.5% | +65.2% |
| YTD | +187.3% | +39.5% | +147.8% | +143.2% |
| 1Y | +161.8% | +76.9% | +85.0% | +98.6% |
| 3Y | +55.5% | +39.4% | +16.1% | +21.3% |
| 5Y | +801.9% | -37.2% | +839.1% | +915.6% |
| 10Y | +362.2% | +253.4% | +108.8% | +63.1% |
| All | +362.2% | +244.4% | +117.8% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling