+258.7%
CSGP vs PBF
+303.9%
-45.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -4.1% | +4.3% | -8.4% | -4.5% |
| 30D | +2.3% | +22.0% | -19.7% | -0.1% |
| 3M | -8.2% | +74.5% | -82.7% | -14.6% |
| 6M | -35.1% | +67.7% | -102.7% | -39.7% |
| YTD | -54.0% | +179.2% | -233.2% | -60.2% |
| 1Y | -65.3% | +170.0% | -235.3% | -70.1% |
| 3Y | -62.6% | +66.4% | -128.9% | -66.7% |
| 5Y | -64.8% | +764.5% | -829.3% | -76.0% |
| 10Y | +45.1% | +358.5% | -313.4% | -11.3% |
| All | +258.7% | +303.9% | -45.2% | +100.8% |
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 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