+111.0%
PBF vs CRS
-3.8%
+114.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.8% |
| 7D | -0.9% | +4.3% | -5.2% | -0.4% |
| 30D | -13.7% | -25.5% | +11.8% | -17.0% |
| 3M | +10.6% | -48.7% | +59.3% | -2.0% |
| 6M | +61.2% | -31.6% | +92.8% | +51.9% |
| YTD | +172.7% | -7.0% | +179.8% | +146.6% |
| 1Y | +111.0% | -4.5% | +115.5% | +89.6% |
| All | +111.0% | -3.8% | +114.8% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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