+96.7%
CFG vs PBF
+799.3%
-702.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -0.4% | +5.3% | -5.8% | -1.2% |
| 30D | -4.6% | +11.7% | -16.4% | -6.3% |
| 3M | +6.7% | +91.1% | -84.4% | -4.2% |
| 6M | +22.1% | +88.4% | -66.3% | +8.6% |
| YTD | +23.2% | +194.1% | -170.9% | +0.3% |
| 1Y | +40.3% | +180.4% | -140.1% | +14.0% |
| 3Y | +187.9% | +59.3% | +128.6% | +145.1% |
| All | +96.7% | +799.3% | -702.6% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling