+94.1%
CRH vs PBF
+799.3%
-705.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -6.1% | +5.3% | -11.4% | -6.3% |
| 30D | -9.3% | +11.7% | -21.0% | -9.7% |
| 3M | -15.2% | +91.1% | -106.3% | -18.1% |
| 6M | -14.2% | +88.4% | -102.6% | -17.6% |
| YTD | -28.3% | +194.1% | -222.3% | -33.7% |
| 1Y | -21.8% | +180.4% | -202.2% | -27.9% |
| 3Y | +71.6% | +59.3% | +12.3% | +59.4% |
| All | +94.1% | +799.3% | -705.2% | +53.0% |
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