+1.4%
CRM vs PBF
+184.8%
-183.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.9% |
| 7D | -4.4% | +5.3% | -9.8% | -4.5% |
| 30D | +28.1% | +11.7% | +16.4% | +28.0% |
| 3M | +48.8% | +91.1% | -42.3% | +46.6% |
| 6M | +28.3% | +88.4% | -60.2% | +26.3% |
| YTD | -6.0% | +194.1% | -200.1% | -5.4% |
| 1Y | +1.4% | +180.4% | -179.0% | +3.3% |
| All | +1.4% | +184.8% | -183.3% | +3.3% |
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