+321.2%
CMG vs PBF
+367.4%
-46.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -3.8% | +2.3% | -6.2% | -4.0% |
| 30D | +12.9% | +11.6% | +1.3% | +11.9% |
| 3M | +18.8% | +81.7% | -63.0% | +13.3% |
| 6M | +4.1% | +96.4% | -92.4% | -1.9% |
| YTD | -2.4% | +189.5% | -191.8% | -11.0% |
| 1Y | -6.7% | +180.7% | -187.4% | -15.2% |
| 3Y | -7.1% | +56.6% | -63.8% | -13.4% |
| 5Y | -5.0% | +802.0% | -807.0% | -25.3% |
| All | +321.2% | +367.4% | -46.2% | +233.2% |
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