+593.0%
CEG vs PBF
+340.2%
+252.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | +12.1% | +6.5% | +5.6% | +11.5% |
| 30D | +0.2% | -20.0% | +20.2% | +2.2% |
| 3M | +0.7% | -3.3% | +4.1% | +0.6% |
| 6M | +2.2% | +76.8% | -74.6% | -4.3% |
| YTD | -20.3% | +168.9% | -189.3% | -30.1% |
| 1Y | -16.1% | +96.4% | -112.4% | -23.4% |
| 3Y | +134.7% | +77.2% | +57.5% | +103.7% |
| All | +593.0% | +340.2% | +252.9% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 5y: compounded portfolio wealth divided by compounded PBF 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…
5y analysis · Full analysis span regression · 6 months rolling