+668.5%
PBR vs CRL
+249.3%
+419.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | +4.2% | -6.9% | +11.2% | +6.3% |
| 30D | +22.7% | -3.2% | +25.9% | +23.7% |
| 3M | +21.5% | +46.5% | -25.0% | +7.9% |
| 6M | +24.0% | +63.1% | -39.1% | +4.9% |
| YTD | +88.2% | +36.9% | +51.4% | +66.7% |
| 1Y | +74.8% | +78.1% | -3.3% | +40.3% |
| 3Y | +105.1% | +36.7% | +68.5% | +66.7% |
| 5Y | +572.2% | -38.1% | +610.3% | +666.2% |
| All | +668.5% | +249.3% | +419.2% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling