+150.3%
CI vs PBF
+231.7%
-81.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.8% | +3.2% |
| 7D | +2.6% | -15.3% | +17.9% | +4.5% |
| 30D | +7.3% | -21.8% | +29.1% | +10.2% |
| 3M | +9.5% | -0.2% | +9.7% | +8.6% |
| 6M | +6.4% | +63.6% | -57.2% | -1.4% |
| YTD | +12.0% | +147.5% | -135.5% | -2.9% |
| 1Y | +20.1% | +69.8% | -49.7% | +9.0% |
| 3Y | +9.6% | +65.3% | -55.7% | -3.5% |
| 5Y | +52.7% | +393.4% | -340.7% | +7.7% |
| 10Y | +150.3% | +240.3% | -90.0% | +53.8% |
| All | +150.3% | +231.7% | -81.5% | +53.8% |
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