+639.5%
CEG vs PBF
+356.9%
+282.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.0% |
| 7D | +8.0% | +4.3% | +3.7% | +7.6% |
| 30D | +12.9% | +22.0% | -9.0% | +10.6% |
| 3M | +13.2% | +74.5% | -61.3% | +6.6% |
| 6M | -7.0% | +67.7% | -74.7% | -12.7% |
| YTD | -15.0% | +179.2% | -194.2% | -25.4% |
| 1Y | -2.7% | +170.0% | -172.7% | -15.2% |
| 3Y | +184.1% | +66.4% | +117.7% | +149.4% |
| All | +639.5% | +356.9% | +282.5% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling