+542.7%
PBR vs CRL
-37.1%
+579.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.0% |
| 7D | +5.4% | -3.5% | +8.9% | +5.7% |
| 30D | +22.9% | -2.1% | +25.0% | +23.0% |
| 3M | +19.6% | +48.0% | -28.3% | +14.9% |
| 6M | +16.5% | +64.7% | -48.3% | +10.0% |
| YTD | +86.7% | +39.5% | +47.2% | +79.4% |
| 1Y | +74.7% | +74.2% | +0.5% | +62.3% |
| 3Y | +102.6% | +39.4% | +63.2% | +87.4% |
| All | +542.7% | -37.1% | +579.8% | +561.9% |
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 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