+60.4%
CFG vs PBF
+419.4%
-359.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | +3.2% | +6.5% | -3.3% | +2.3% |
| 30D | +5.1% | -20.0% | +25.1% | +8.1% |
| 3M | -11.2% | -3.3% | -7.9% | -11.6% |
| 6M | +9.6% | +76.8% | -67.2% | -1.2% |
| YTD | +15.0% | +168.9% | -154.0% | -5.5% |
| 1Y | +29.9% | +96.4% | -66.5% | +12.6% |
| 3Y | +192.1% | +77.2% | +114.9% | +142.9% |
| All | +60.4% | +419.4% | -359.0% | +7.2% |
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 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