-64.8%
CSGP vs PBF
+772.7%
-837.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -4.1% | +4.3% | -8.4% | -4.4% |
| 30D | +2.3% | +22.0% | -19.7% | +0.7% |
| 3M | -8.2% | +74.5% | -82.7% | -12.7% |
| 6M | -35.1% | +67.7% | -102.7% | -38.3% |
| YTD | -54.0% | +179.2% | -233.2% | -58.5% |
| 1Y | -65.3% | +170.0% | -235.3% | -68.8% |
| 3Y | -62.6% | +66.4% | -128.9% | -65.8% |
| All | -64.8% | +772.7% | -837.4% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling