+978.5%
CME vs PBF
+278.8%
+699.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.7% |
| 7D | +2.5% | -4.0% | +6.4% | +2.8% |
| 30D | +13.9% | -18.0% | +31.9% | +15.6% |
| 3M | +22.4% | +0.9% | +21.5% | +21.7% |
| 6M | +12.9% | +65.7% | -52.8% | +7.1% |
| YTD | +19.6% | +161.9% | -142.3% | +8.2% |
| 1Y | +17.7% | +77.8% | -60.1% | +9.9% |
| 3Y | +65.3% | +74.9% | -9.5% | +51.0% |
| 5Y | +75.1% | +423.4% | -348.2% | +35.7% |
| 10Y | +305.8% | +255.2% | +50.6% | +176.0% |
| All | +978.5% | +278.8% | +699.7% | +614.0% |
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