+238.9%
CRM vs PBF
+374.8%
-135.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | -4.4% | +5.3% | -9.8% | -5.0% |
| 30D | +28.1% | +11.7% | +16.4% | +26.5% |
| 3M | +48.8% | +91.1% | -42.3% | +38.1% |
| 6M | +28.3% | +88.4% | -60.2% | +18.6% |
| YTD | -6.0% | +194.1% | -200.1% | -17.7% |
| 1Y | +1.4% | +180.4% | -179.0% | -11.3% |
| 3Y | +11.8% | +59.3% | -47.5% | +1.5% |
| 5Y | -2.0% | +816.3% | -818.3% | -28.9% |
| All | +238.9% | +374.8% | -135.9% | +166.4% |
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