+225.5%
CRWD vs PBF
+799.3%
-573.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -3.0% | +5.3% | -8.3% | -3.5% |
| 30D | -6.8% | +11.7% | -18.5% | -8.0% |
| 3M | +19.6% | +91.1% | -71.5% | +10.8% |
| 6M | +87.1% | +88.4% | -1.3% | +72.4% |
| YTD | +76.4% | +194.1% | -117.6% | +53.7% |
| 1Y | +90.8% | +180.4% | -89.6% | +66.4% |
| 3Y | +380.0% | +59.3% | +320.7% | +326.0% |
| All | +225.5% | +799.3% | -573.8% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling