+237.6%
CFG vs PBF
+276.6%
-39.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -0.9% | -13.8% | +12.9% | +2.5% |
| 30D | +1.1% | -19.6% | +20.7% | +5.8% |
| 3M | -12.0% | +10.3% | -22.2% | -15.4% |
| 6M | -2.2% | +63.4% | -65.7% | -16.3% |
| YTD | +11.4% | +152.6% | -141.2% | -17.4% |
| 1Y | +27.8% | +87.4% | -59.5% | +1.9% |
| 3Y | +173.3% | +63.3% | +110.0% | +112.3% |
| 5Y | +62.4% | +412.5% | -350.0% | -18.3% |
| All | +237.6% | +276.6% | -39.1% | +37.3% |
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