+60.0%
CSGP vs PBF
+260.7%
-200.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +1.3% | +6.5% | -5.1% | +0.7% |
| 30D | +2.8% | -20.0% | +22.8% | +5.0% |
| 3M | -6.3% | -3.3% | -3.0% | -6.4% |
| 6M | -3.2% | +76.8% | -80.0% | -9.7% |
| YTD | -54.0% | +168.9% | -222.9% | -59.4% |
| 1Y | -54.8% | +96.4% | -151.2% | -58.9% |
| 3Y | -60.6% | +77.2% | -137.8% | -64.8% |
| 5Y | -62.6% | +417.7% | -480.4% | -71.5% |
| All | +60.0% | +260.7% | -200.7% | +13.5% |
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