+111.0%
PBF vs CAPR
+47.4%
+63.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.3% | -14.9% | -6.5% |
| 7D | -0.9% | +43.2% | -44.1% | -0.2% |
| 30D | -13.7% | +14.7% | -28.4% | -13.4% |
| 3M | +10.6% | +113.9% | -103.3% | +12.6% |
| 6M | +61.2% | -73.4% | +134.5% | +61.3% |
| YTD | +172.7% | -69.1% | +241.8% | +173.6% |
| 1Y | +111.0% | +47.2% | +63.8% | +116.6% |
| All | +111.0% | +47.4% | +63.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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