+804.0%
PBF vs CRL
-37.4%
+841.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.8% |
| 7D | +2.4% | -0.6% | +2.9% | +2.4% |
| 30D | +24.9% | +5.0% | +19.9% | +23.6% |
| 3M | +81.9% | +50.6% | +31.3% | +66.2% |
| 6M | +79.4% | +60.9% | +18.4% | +59.3% |
| YTD | +188.3% | +40.7% | +147.6% | +163.3% |
| 1Y | +177.3% | +73.3% | +103.9% | +138.5% |
| 3Y | +56.0% | +40.6% | +15.4% | +36.0% |
| 5Y | +804.0% | -37.0% | +841.0% | +767.3% |
| All | +804.0% | -37.4% | +841.4% | +767.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling