+319.1%
CFG vs PBF
+345.4%
-26.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.5% | +4.3% | -2.8% | +0.5% |
| 30D | -3.8% | +22.0% | -25.8% | -8.8% |
| 3M | +11.5% | +74.5% | -63.0% | -4.6% |
| 6M | +19.2% | +67.7% | -48.5% | +0.9% |
| YTD | +23.7% | +179.2% | -155.5% | -9.3% |
| 1Y | +38.8% | +170.0% | -131.2% | +1.0% |
| 3Y | +178.9% | +66.4% | +112.5% | +118.2% |
| 5Y | +101.8% | +764.5% | -662.7% | -12.5% |
| All | +319.1% | +345.4% | -26.3% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling