+73.4%
CL vs PBF
+276.6%
-203.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | +1.3% | -13.8% | +15.1% | +1.6% |
| 30D | +11.4% | -19.6% | +31.0% | +11.8% |
| 3M | +4.4% | +10.3% | -5.8% | +4.1% |
| 6M | +10.8% | +63.4% | -52.7% | +9.2% |
| YTD | +25.1% | +152.6% | -127.5% | +21.4% |
| 1Y | +28.0% | +87.4% | -59.4% | +25.1% |
| 3Y | +37.6% | +63.3% | -25.6% | +34.1% |
| 5Y | +39.7% | +412.5% | -372.8% | +28.4% |
| All | +73.4% | +276.6% | -203.3% | +50.7% |
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