+140.4%
CI vs PBF
+354.3%
-213.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.3% |
| 30D | -1.8% | +24.9% | -26.7% | -4.6% |
| 3M | -4.2% | +81.9% | -86.1% | -11.8% |
| 6M | +2.7% | +79.4% | -76.7% | -6.0% |
| YTD | +1.9% | +188.3% | -186.4% | -12.7% |
| 1Y | -6.3% | +177.3% | -183.5% | -20.1% |
| 3Y | +3.9% | +56.0% | -52.1% | -7.0% |
| 5Y | +41.9% | +804.0% | -762.1% | -8.9% |
| 10Y | +140.4% | +334.1% | -193.7% | +43.5% |
| All | +140.4% | +354.3% | -213.9% | +43.5% |
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