+493.4%
CRM vs PBF
+318.7%
+174.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -8.1% | +2.3% | -10.4% | -8.4% |
| 30D | +23.1% | +11.6% | +11.5% | +21.3% |
| 3M | +42.5% | +81.7% | -39.2% | +31.8% |
| 6M | +25.3% | +96.4% | -71.1% | +14.2% |
| YTD | -7.8% | +189.5% | -197.3% | -20.5% |
| 1Y | +1.0% | +180.7% | -179.7% | -13.2% |
| 3Y | +10.0% | +56.6% | -46.6% | -1.1% |
| 5Y | -3.9% | +802.0% | -805.9% | -33.5% |
| 10Y | +233.2% | +365.7% | -132.5% | +116.0% |
| All | +493.4% | +318.7% | +174.6% | +262.0% |
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 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