+1,641.2%
PBR vs CRS
+4,736.7%
-3,095.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | -0.5% | +0.9% | +0.4% |
| 30D | +17.5% | -18.1% | +35.6% | +27.8% |
| 3M | +20.9% | -12.4% | +33.3% | +26.0% |
| 6M | +20.2% | +15.9% | +4.3% | +7.8% |
| YTD | +84.3% | +45.8% | +38.5% | +46.9% |
| 1Y | +77.1% | +87.8% | -10.6% | +22.4% |
| 3Y | +100.8% | +648.7% | -547.9% | -36.0% |
| 5Y | +556.1% | +1,416.6% | -860.5% | +29.3% |
| 10Y | +676.1% | +1,412.7% | -736.6% | +27.5% |
| All | +1,641.2% | +4,736.7% | -3,095.5% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling