+5.6%
CVS vs PBF
+120.1%
-114.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.7% | -5.9% | -12.4% |
| 7D | -11.1% | -0.9% | -10.2% | -10.9% |
| 30D | -7.4% | -13.7% | +6.3% | -7.3% |
| 3M | -22.9% | +10.6% | -33.5% | -22.7% |
| 6M | -1.2% | +61.2% | -62.4% | -0.5% |
| YTD | +3.9% | +172.7% | -168.9% | +3.2% |
| 1Y | +5.6% | +111.0% | -105.5% | +4.3% |
| All | +5.6% | +120.1% | -114.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling