+99.0%
PBR vs CRL
+39.9%
+59.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.7% |
| 7D | +2.5% | -0.6% | +3.0% | +2.5% |
| 30D | +19.4% | +5.0% | +14.4% | +19.0% |
| 3M | +20.8% | +50.6% | -29.8% | +17.0% |
| 6M | +23.5% | +60.9% | -37.4% | +18.4% |
| YTD | +83.4% | +40.7% | +42.7% | +78.1% |
| 1Y | +77.6% | +73.3% | +4.2% | +66.9% |
| All | +99.0% | +39.9% | +59.2% | +86.2% |
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