+80.6%
CRWD vs PBF
+120.1%
-39.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -1.4% |
| 7D | -9.6% | -0.9% | -8.7% | -9.6% |
| 30D | -11.6% | -13.7% | +2.1% | -11.3% |
| 3M | +14.1% | +10.6% | +3.5% | +12.3% |
| 6M | +105.4% | +61.2% | +44.3% | +95.3% |
| YTD | +105.6% | +172.7% | -67.1% | +87.5% |
| 1Y | +80.6% | +111.0% | -30.5% | +73.0% |
| All | +80.6% | +120.1% | -39.5% | +73.0% |
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 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