+59.6%
PBF vs CRL
+42.4%
+17.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.0% |
| 7D | +4.3% | -1.0% | +5.3% | +4.5% |
| 30D | +22.0% | +10.7% | +11.3% | +19.7% |
| 3M | +74.5% | +55.3% | +19.2% | +59.2% |
| 6M | +67.7% | +60.7% | +7.0% | +50.1% |
| YTD | +179.2% | +44.6% | +134.6% | +155.3% |
| 1Y | +170.0% | +77.7% | +92.3% | +131.1% |
| All | +59.6% | +42.4% | +17.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling