+55.7%
PBF vs CRS
+636.8%
-581.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +15.8% | -18.1% | +33.9% | +20.2% |
| 3M | +90.3% | -12.4% | +102.7% | +93.0% |
| 6M | +102.8% | +15.9% | +86.9% | +87.8% |
| YTD | +187.3% | +45.8% | +141.5% | +145.5% |
| 1Y | +161.8% | +87.8% | +74.1% | +103.8% |
| All | +55.7% | +636.8% | -581.1% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling