+944.4%
CME vs PBF
+265.5%
+679.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.9% | -13.8% | +14.7% | +2.1% |
| 30D | +13.2% | -19.6% | +32.8% | +15.0% |
| 3M | +16.3% | +10.3% | +6.0% | +14.8% |
| 6M | +7.1% | +63.4% | -56.3% | +1.8% |
| YTD | +15.8% | +152.6% | -136.8% | +5.1% |
| 1Y | +17.1% | +87.4% | -70.3% | +8.8% |
| 3Y | +63.2% | +63.3% | -0.1% | +50.0% |
| 5Y | +70.2% | +412.5% | -342.3% | +32.1% |
| 10Y | +337.0% | +282.5% | +54.5% | +194.4% |
| All | +944.4% | +265.5% | +679.0% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling