+63.3%
PBF vs CRL
+86.4%
-23.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.4% | -3.1% |
| 7D | -13.8% | -6.1% | -7.7% | -12.8% |
| 30D | -19.6% | +12.4% | -32.0% | -21.4% |
| 3M | +10.3% | +27.1% | -16.9% | +5.1% |
| 6M | +63.4% | +85.7% | -22.3% | +42.8% |
| YTD | +152.6% | +69.2% | +83.4% | +123.0% |
| 1Y | +87.4% | +97.5% | -10.2% | +57.5% |
| 3Y | +63.3% | +86.1% | -22.8% | +26.1% |
| All | +63.3% | +86.4% | -23.2% | +26.1% |
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 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