+187.5%
CVS vs PBF
+303.9%
-116.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +4.0% | +4.3% | -0.3% | +3.6% |
| 30D | -2.4% | +22.0% | -24.4% | -4.1% |
| 3M | +2.7% | +74.5% | -71.8% | -2.3% |
| 6M | +21.9% | +67.7% | -45.8% | +15.6% |
| YTD | +24.7% | +179.2% | -154.4% | +12.9% |
| 1Y | +35.4% | +170.0% | -134.6% | +22.1% |
| 3Y | +65.2% | +66.4% | -1.2% | +52.4% |
| 5Y | +30.5% | +764.5% | -733.9% | -1.4% |
| 10Y | +40.4% | +358.5% | -318.2% | +0.2% |
| All | +187.5% | +303.9% | -116.3% | +104.3% |
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 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