-0.4%
CLSK vs PBF
+785.3%
-785.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -3.8% |
| 7D | +1.7% | +2.3% | -0.6% | +1.3% |
| 30D | +11.1% | +11.6% | -0.4% | +8.0% |
| 3M | -14.1% | +81.7% | -95.8% | -25.0% |
| 6M | +32.9% | +96.4% | -63.5% | +11.0% |
| YTD | +26.5% | +189.5% | -163.0% | -4.6% |
| 1Y | +27.6% | +180.7% | -153.1% | -4.5% |
| 3Y | +190.9% | +56.6% | +134.3% | +138.1% |
| 5Y | -0.4% | +802.0% | -802.4% | -47.8% |
| All | -0.4% | +785.3% | -785.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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