+271.9%
CSGP vs PBF
+271.4%
+0.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.2% | -1.0% |
| 7D | +13.9% | -9.5% | +23.4% | +15.1% |
| 30D | +16.0% | -17.5% | +33.5% | +18.4% |
| 3M | +6.1% | +12.2% | -6.1% | +4.2% |
| 6M | -8.2% | +49.6% | -57.7% | -13.5% |
| YTD | -52.3% | +156.8% | -209.1% | -58.5% |
| 1Y | -54.5% | +98.6% | -153.1% | -59.2% |
| 3Y | -58.6% | +63.4% | -122.0% | -63.1% |
| 5Y | -61.5% | +420.9% | -482.4% | -71.8% |
| 10Y | +74.7% | +288.7% | -214.1% | +9.5% |
| All | +271.9% | +271.4% | +0.5% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling