+47.6%
CVS vs PBF
+80.0%
-32.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | +6.6% | +6.5% | +0.1% | +6.4% |
| 30D | -0.4% | -20.0% | +19.6% | +0.1% |
| 3M | -5.3% | -3.3% | -1.9% | -5.2% |
| 6M | -7.7% | +76.8% | -84.5% | -8.9% |
| YTD | +16.0% | +168.9% | -152.9% | +12.2% |
| 1Y | +16.2% | +96.4% | -80.1% | +13.6% |
| 3Y | +47.6% | +77.2% | -29.6% | +48.1% |
| All | +47.6% | +80.0% | -32.5% | +48.1% |
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