+42.5%
CI vs PBF
+772.7%
-730.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +1.3% | +4.3% | -3.0% | +1.1% |
| 30D | +4.4% | +22.0% | -17.5% | +3.2% |
| 3M | +0.7% | +74.5% | -73.8% | -2.8% |
| 6M | +0.3% | +67.7% | -67.3% | -3.3% |
| YTD | +3.8% | +179.2% | -175.4% | -3.4% |
| 1Y | -5.5% | +170.0% | -175.5% | -12.3% |
| 3Y | +8.1% | +66.4% | -58.3% | +2.7% |
| All | +42.5% | +772.7% | -730.1% | +16.1% |
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