+330.8%
PBF vs CRS
+1,095.2%
-764.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.2% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +22.0% | -16.6% | +38.6% | +33.6% |
| 3M | +74.5% | -3.5% | +78.0% | +72.4% |
| 6M | +67.7% | +15.4% | +52.2% | +43.6% |
| YTD | +179.2% | +51.2% | +128.0% | +103.1% |
| 1Y | +170.0% | +98.3% | +71.7% | +64.6% |
| 3Y | +66.4% | +651.5% | -585.2% | -59.1% |
| 5Y | +764.5% | +1,411.1% | -646.6% | +21.0% |
| 10Y | +358.5% | +1,424.3% | -1,065.8% | -39.5% |
| All | +330.8% | +1,095.2% | -764.4% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling