+63.6%
CVS vs PBF
+62.4%
+1.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.8% |
| 7D | -1.6% | +2.4% | -3.9% | -1.6% |
| 30D | +0.4% | +24.9% | -24.5% | -0.2% |
| 3M | -0.4% | +81.9% | -82.3% | -2.1% |
| 6M | +25.1% | +79.4% | -54.2% | +22.8% |
| YTD | +23.9% | +188.3% | -164.4% | +19.0% |
| 1Y | +41.1% | +177.3% | -136.2% | +35.1% |
| 3Y | +63.6% | +56.0% | +7.6% | +64.4% |
| All | +63.6% | +62.4% | +1.3% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling