+47.7%
CI vs PBF
+407.6%
-360.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | -1.6% | -13.8% | +12.2% | -0.9% |
| 30D | +5.4% | -19.6% | +25.0% | +6.4% |
| 3M | +7.3% | +10.3% | -3.0% | +6.3% |
| 6M | +5.3% | +63.4% | -58.1% | +1.8% |
| YTD | +8.5% | +152.6% | -144.2% | +1.5% |
| 1Y | +17.1% | +87.4% | -70.2% | +11.5% |
| 3Y | +1.4% | +63.3% | -61.8% | -3.8% |
| All | +47.7% | +407.6% | -360.0% | +30.3% |
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