+206.6%
CFG vs PBF
+259.1%
-52.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | +1.6% | +4.3% | -2.7% | +0.5% |
| 30D | +3.3% | -21.8% | +25.1% | +9.0% |
| 3M | -11.5% | +1.7% | -13.3% | -13.3% |
| 6M | +6.2% | +69.8% | -63.6% | -9.8% |
| YTD | +14.3% | +167.7% | -153.5% | -16.5% |
| 1Y | +26.7% | +89.0% | -62.2% | +1.0% |
| 3Y | +187.8% | +78.8% | +109.0% | +118.5% |
| 5Y | +61.3% | +415.4% | -354.1% | -18.6% |
| All | +206.6% | +259.1% | -52.5% | +27.2% |
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 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