+574.3%
CRH vs PBF
+318.7%
+255.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -4.8% | +2.3% | -7.1% | -5.1% |
| 30D | -13.1% | +11.6% | -24.7% | -14.6% |
| 3M | -12.0% | +81.7% | -93.7% | -20.1% |
| 6M | -16.9% | +96.4% | -113.3% | -26.4% |
| YTD | -29.0% | +189.5% | -218.4% | -41.3% |
| 1Y | -20.3% | +180.7% | -201.1% | -34.6% |
| 3Y | +69.2% | +56.6% | +12.6% | +46.9% |
| 5Y | +94.6% | +802.0% | -707.3% | +15.0% |
| 10Y | +250.3% | +365.7% | -115.4% | +88.2% |
| All | +574.3% | +318.7% | +255.5% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling