+69.8%
PBF vs CRL
+106.9%
-37.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -5.3% |
| 7D | -15.3% | -1.7% | -13.6% | -15.4% |
| 30D | -21.8% | +14.6% | -36.4% | -20.5% |
| 3M | -0.2% | +24.8% | -25.0% | +2.4% |
| 6M | +63.6% | +94.7% | -31.1% | +76.1% |
| YTD | +147.5% | +73.4% | +74.2% | +159.3% |
| 1Y | +69.8% | +104.7% | -34.8% | +75.0% |
| All | +69.8% | +106.9% | -37.1% | +75.0% |
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