+142.2%
CI vs PBF
+299.9%
-157.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.3% |
| 7D | +0.1% | -7.4% | +7.5% | +1.0% |
| 30D | +4.7% | -17.5% | +22.1% | +6.8% |
| 3M | +5.2% | +13.1% | -7.9% | +2.8% |
| 6M | +3.8% | +72.6% | -68.9% | -4.4% |
| YTD | +9.2% | +161.2% | -152.0% | -5.9% |
| 1Y | +14.3% | +93.3% | -79.1% | +2.0% |
| 3Y | +8.4% | +80.7% | -72.2% | -5.6% |
| 5Y | +50.0% | +396.1% | -346.0% | +6.0% |
| 10Y | +142.2% | +252.3% | -110.1% | +48.9% |
| All | +142.2% | +299.9% | -157.7% | +48.9% |
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