+102.6%
PBR vs CRS
+612.2%
-509.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +5.4% | -6.8% | +12.1% | +5.9% |
| 30D | +22.9% | -16.1% | +39.0% | +24.5% |
| 3M | +19.6% | -21.2% | +40.8% | +21.7% |
| 6M | +16.5% | +8.7% | +7.8% | +14.2% |
| YTD | +86.7% | +41.0% | +45.7% | +77.0% |
| 1Y | +74.7% | +82.7% | -8.0% | +59.4% |
| 3Y | +102.6% | +604.8% | -502.2% | +55.2% |
| All | +102.6% | +612.2% | -509.7% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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