+67.3%
CSGP vs PBF
+299.9%
-232.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.9% |
| 7D | -1.8% | -7.4% | +5.5% | -1.1% |
| 30D | +5.3% | -17.5% | +22.8% | +7.2% |
| 3M | +3.3% | +13.1% | -9.8% | +1.6% |
| 6M | -4.7% | +72.6% | -77.3% | -10.8% |
| YTD | -53.5% | +161.2% | -214.7% | -59.0% |
| 1Y | -53.7% | +93.3% | -147.1% | -57.8% |
| 3Y | -59.7% | +80.7% | -140.4% | -64.1% |
| 5Y | -62.5% | +396.1% | -458.6% | -71.3% |
| 10Y | +67.3% | +252.3% | -185.0% | +17.2% |
| All | +67.3% | +299.9% | -232.6% | +17.2% |
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