+84.9%
CL vs PBF
+231.7%
-146.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.3% |
| 7D | +2.6% | -15.3% | +17.9% | +2.9% |
| 30D | +11.8% | -21.8% | +33.5% | +12.3% |
| 3M | +5.9% | -0.2% | +6.1% | +5.8% |
| 6M | +13.3% | +63.6% | -50.3% | +11.6% |
| YTD | +27.1% | +147.5% | -120.4% | +23.3% |
| 1Y | +28.0% | +69.8% | -41.8% | +25.4% |
| 3Y | +39.4% | +65.3% | -25.9% | +35.7% |
| 5Y | +40.8% | +393.4% | -352.6% | +29.2% |
| 10Y | +84.9% | +240.3% | -155.4% | +59.1% |
| All | +84.9% | +231.7% | -146.9% | +59.1% |
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 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