+509.4%
CI vs PBF
+265.5%
+244.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -1.6% | -13.8% | +12.2% | 0.0% |
| 30D | +5.4% | -19.6% | +25.0% | +7.8% |
| 3M | +7.3% | +10.3% | -3.0% | +5.2% |
| 6M | +5.3% | +63.4% | -58.1% | -2.1% |
| YTD | +8.5% | +152.6% | -144.2% | -5.6% |
| 1Y | +17.1% | +87.4% | -70.2% | +5.4% |
| 3Y | +1.4% | +63.3% | -61.8% | -10.1% |
| 5Y | +50.5% | +412.5% | -362.0% | +7.8% |
| 10Y | +168.5% | +282.5% | -114.0% | +67.4% |
| All | +509.4% | +265.5% | +244.0% | +251.0% |
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