+281.9%
PBF vs CRL
+854.2%
-572.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.5% |
| 7D | -15.3% | -1.7% | -13.6% | -14.8% |
| 30D | -21.8% | +14.6% | -36.4% | -25.8% |
| 3M | -0.2% | +24.8% | -25.0% | -8.5% |
| 6M | +63.6% | +94.7% | -31.1% | +25.2% |
| YTD | +147.5% | +73.4% | +74.2% | +92.8% |
| 1Y | +69.8% | +104.7% | -34.8% | +23.2% |
| 3Y | +65.3% | +101.1% | -35.8% | +11.9% |
| 5Y | +393.4% | -10.8% | +404.2% | +364.2% |
| 10Y | +240.3% | +358.8% | -118.5% | +27.5% |
| All | +281.9% | +854.2% | -572.3% | +26.3% |
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 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