+245.6%
CRH vs PBF
+374.8%
-129.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -6.1% | +5.3% | -11.4% | -6.7% |
| 30D | -9.3% | +11.7% | -21.0% | -10.7% |
| 3M | -15.2% | +91.1% | -106.3% | -22.9% |
| 6M | -14.2% | +88.4% | -102.6% | -22.8% |
| YTD | -28.3% | +194.1% | -222.3% | -40.0% |
| 1Y | -21.8% | +180.4% | -202.2% | -34.8% |
| 3Y | +71.6% | +59.3% | +12.3% | +50.2% |
| 5Y | +96.6% | +816.3% | -719.6% | +19.6% |
| All | +245.6% | +374.8% | -129.2% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling