+52.4%
CL vs PBF
+345.4%
-293.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.2% | +4.3% | -6.5% | -2.3% |
| 30D | -4.8% | +22.0% | -26.8% | -5.3% |
| 3M | +4.9% | +74.5% | -69.6% | +3.3% |
| 6M | -5.7% | +67.7% | -73.4% | -7.2% |
| YTD | +14.4% | +179.2% | -164.8% | +10.7% |
| 1Y | +8.7% | +170.0% | -161.3% | +5.2% |
| 3Y | +30.0% | +66.4% | -36.4% | +26.7% |
| 5Y | +28.4% | +764.5% | -736.1% | +15.0% |
| All | +52.4% | +345.4% | -293.0% | +30.3% |
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