+167.5%
CVS vs PBF
+289.1%
-121.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | +6.6% | +6.5% | +0.1% | +6.0% |
| 30D | -0.4% | -20.0% | +19.6% | +1.3% |
| 3M | -5.3% | -3.3% | -1.9% | -5.3% |
| 6M | -7.7% | +76.8% | -84.5% | -12.6% |
| YTD | +16.0% | +168.9% | -152.9% | +5.0% |
| 1Y | +16.2% | +96.4% | -80.1% | +7.9% |
| 3Y | +47.6% | +77.2% | -29.6% | +35.1% |
| 5Y | +12.3% | +417.7% | -405.4% | -10.3% |
| 10Y | +62.4% | +264.7% | -202.4% | +18.4% |
| All | +167.5% | +289.1% | -121.6% | +90.1% |
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 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