-10.0%
CRM vs PBF
+120.1%
-130.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.7% | +8.9% | +2.2% |
| 7D | -6.2% | -0.9% | -5.3% | -6.2% |
| 30D | -1.2% | -13.7% | +12.5% | -1.1% |
| 3M | +19.1% | +10.6% | +8.5% | +18.7% |
| 6M | +23.0% | +61.2% | -38.2% | +20.2% |
| YTD | -13.7% | +172.7% | -186.4% | -13.3% |
| 1Y | -10.0% | +111.0% | -121.0% | -8.1% |
| All | -10.0% | +120.1% | -130.0% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling