+483.2%
CI vs PBF
+303.9%
+179.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.8% |
| 30D | +4.4% | +22.0% | -17.5% | +1.8% |
| 3M | +0.7% | +74.5% | -73.8% | -6.5% |
| 6M | +0.3% | +67.7% | -67.3% | -7.1% |
| YTD | +3.8% | +179.2% | -175.4% | -10.2% |
| 1Y | -5.5% | +170.0% | -175.5% | -18.7% |
| 3Y | +8.1% | +66.4% | -58.3% | -3.8% |
| 5Y | +42.8% | +764.5% | -721.7% | -5.2% |
| 10Y | +143.9% | +358.5% | -214.6% | +49.7% |
| All | +483.2% | +303.9% | +179.3% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling