-54.6%
CSGP vs PBF
+94.2%
-148.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.7% |
| 7D | +1.3% | -13.8% | +15.0% | +1.4% |
| 30D | +10.7% | -19.6% | +30.3% | +10.8% |
| 3M | +3.3% | +10.3% | -7.0% | +3.8% |
| 6M | -10.3% | +63.4% | -73.8% | -9.6% |
| YTD | -54.6% | +152.6% | -207.2% | -51.7% |
| 1Y | -54.6% | +87.4% | -142.0% | -50.8% |
| All | -54.6% | +94.2% | -148.8% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling