+76.8%
PBF vs CRS
-31.8%
+108.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.4% |
| 7D | +6.5% | +4.8% | +1.7% | +6.7% |
| 30D | -20.0% | -23.2% | +3.2% | -23.1% |
| 3M | -3.3% | -45.5% | +42.2% | -19.1% |
| 6M | +76.8% | -33.1% | +109.9% | +81.0% |
| All | +76.8% | -31.8% | +108.6% | +81.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling