+300.3%
CME vs PBF
+259.1%
+41.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.3% |
| 7D | +2.7% | +4.3% | -1.6% | +2.3% |
| 30D | +13.5% | -21.8% | +35.3% | +15.5% |
| 3M | +20.9% | +1.7% | +19.2% | +20.2% |
| 6M | +11.5% | +69.8% | -58.3% | +5.9% |
| YTD | +19.5% | +167.7% | -148.3% | +8.3% |
| 1Y | +17.2% | +89.0% | -71.7% | +9.3% |
| 3Y | +65.1% | +78.8% | -13.7% | +51.3% |
| 5Y | +73.1% | +415.4% | -342.3% | +34.9% |
| All | +300.3% | +259.1% | +41.1% | +167.4% |
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