+288.0%
CME vs PBF
+231.7%
+56.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.9% |
| 7D | +1.7% | -15.3% | +16.9% | +2.9% |
| 30D | +10.2% | -21.8% | +32.0% | +12.1% |
| 3M | +17.8% | -0.2% | +18.0% | +17.3% |
| 6M | +11.0% | +63.6% | -52.6% | +5.7% |
| YTD | +17.0% | +147.5% | -130.5% | +6.7% |
| 1Y | +15.8% | +69.8% | -54.0% | +8.9% |
| 3Y | +61.8% | +65.3% | -3.5% | +49.1% |
| 5Y | +72.5% | +393.4% | -320.9% | +34.7% |
| 10Y | +288.0% | +240.3% | +47.7% | +158.5% |
| All | +288.0% | +231.7% | +56.3% | +158.5% |
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