-8.2%
CSGP vs PBF
+54.0%
-62.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.2% | -1.2% |
| 7D | +13.9% | -9.5% | +23.4% | +14.5% |
| 30D | +16.0% | -17.5% | +33.5% | +17.3% |
| 3M | +6.1% | +12.2% | -6.1% | +5.6% |
| 6M | -8.2% | +49.6% | -57.7% | -12.6% |
| All | -8.2% | +54.0% | -62.2% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling