+1,425.7%
PBR vs CRL
+962.4%
+463.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.6% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -29.3% | +11.9% | -41.2% | -32.0% |
| 3M | +5.5% | +20.2% | -14.6% | -0.7% |
| 6M | -2.9% | +107.5% | -110.4% | -23.2% |
| YTD | +61.5% | +69.4% | -8.0% | +33.0% |
| 1Y | +46.9% | +99.7% | -52.9% | +14.7% |
| 3Y | +66.4% | +98.8% | -32.3% | +20.6% |
| 5Y | +460.3% | -12.4% | +472.7% | +410.7% |
| 10Y | +564.6% | +352.9% | +211.8% | +241.2% |
| All | +1,425.7% | +962.4% | +463.3% | +485.5% |
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