+252.3%
PBF vs CAPR
-64.9%
+317.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.1% | +3.2% |
| 7D | -7.4% | +36.0% | -43.4% | -7.9% |
| 30D | -17.5% | +25.8% | -43.3% | -17.9% |
| 3M | +13.1% | +140.8% | -127.7% | +10.7% |
| 6M | +72.6% | -67.6% | +140.2% | +73.8% |
| YTD | +161.2% | -65.9% | +227.1% | +161.8% |
| 1Y | +93.3% | +66.1% | +27.2% | +75.6% |
| 3Y | +80.7% | +256.9% | -176.2% | +47.2% |
| 5Y | +396.1% | +172.1% | +224.0% | +299.4% |
| 10Y | +252.3% | -64.7% | +317.0% | +159.2% |
| All | +252.3% | -64.9% | +317.2% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling