+217.0%
CFG vs PBF
+241.7%
-24.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.8% |
| 7D | +0.7% | -15.3% | +16.0% | +4.6% |
| 30D | +2.8% | -21.8% | +24.6% | +8.4% |
| 3M | -10.1% | -0.2% | -9.9% | -11.5% |
| 6M | +3.2% | +63.6% | -60.4% | -11.7% |
| YTD | +14.2% | +147.5% | -133.3% | -14.9% |
| 1Y | +27.4% | +69.8% | -42.4% | +4.3% |
| 3Y | +187.6% | +65.3% | +122.3% | +122.5% |
| 5Y | +65.7% | +393.4% | -327.7% | -15.7% |
| All | +217.0% | +241.7% | -24.7% | +33.3% |
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