+250.9%
PBF vs CRS
+790.4%
-539.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.9% |
| 7D | +6.5% | +4.8% | +1.7% | +3.6% |
| 30D | -20.0% | -23.2% | +3.2% | -9.2% |
| 3M | -3.3% | -45.5% | +42.2% | +32.5% |
| 6M | +76.8% | -33.1% | +109.9% | +107.0% |
| YTD | +168.9% | -7.2% | +176.1% | +144.1% |
| 1Y | +96.4% | -10.0% | +106.4% | +80.7% |
| 3Y | +77.2% | +332.3% | -255.1% | -49.4% |
| 5Y | +417.7% | +801.9% | -384.1% | -26.7% |
| All | +250.9% | +790.4% | -539.5% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling