+330.8%
PBF vs CRL
+696.1%
-365.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.7% |
| 7D | +4.3% | -1.0% | +5.3% | +4.6% |
| 30D | +22.0% | +10.7% | +11.3% | +17.5% |
| 3M | +74.5% | +55.3% | +19.2% | +46.6% |
| 6M | +67.7% | +60.7% | +7.0% | +35.7% |
| YTD | +179.2% | +44.6% | +134.6% | +133.4% |
| 1Y | +170.0% | +77.7% | +92.3% | +105.2% |
| 3Y | +66.4% | +37.6% | +28.8% | +31.2% |
| 5Y | +764.5% | -35.8% | +800.3% | +837.3% |
| 10Y | +358.5% | +241.7% | +116.8% | +91.7% |
| All | +330.8% | +696.1% | -365.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling