+334.1%
PBF vs CAPR
-77.1%
+411.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +3.3% |
| 7D | +2.4% | -9.5% | +11.9% | +2.5% |
| 30D | +24.9% | +121.5% | -96.6% | +22.6% |
| 3M | +81.9% | -65.4% | +147.2% | +83.2% |
| 6M | +79.4% | -67.5% | +146.9% | +80.5% |
| YTD | +188.3% | -68.6% | +256.9% | +189.9% |
| 1Y | +177.3% | +42.7% | +134.6% | +152.9% |
| 3Y | +56.0% | +43.4% | +12.6% | +32.5% |
| 5Y | +804.0% | +86.0% | +718.0% | +639.7% |
| 10Y | +334.1% | -77.4% | +411.5% | +232.7% |
| All | +334.1% | -77.1% | +411.2% | +232.7% |
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