-57.7%
CSGP vs PBF
+71.7%
-129.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.7% | +10.7% | +4.5% |
| 7D | +18.3% | -0.9% | +19.2% | +18.3% |
| 30D | +17.8% | -13.7% | +31.5% | +18.9% |
| 3M | +9.3% | +10.6% | -1.4% | +8.1% |
| 6M | -7.9% | +61.2% | -69.1% | -12.0% |
| YTD | -51.5% | +172.7% | -224.3% | -56.3% |
| 1Y | -53.3% | +111.0% | -164.3% | -56.7% |
| All | -57.7% | +71.7% | -129.4% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling