+395.3%
PBF vs CAPR
+142.6%
+252.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.6% |
| 7D | -13.8% | +41.1% | -54.8% | -13.6% |
| 30D | -19.6% | +11.1% | -30.7% | -19.5% |
| 3M | +10.3% | +115.3% | -105.1% | +10.9% |
| 6M | +63.4% | -73.8% | +137.3% | +64.1% |
| YTD | +152.6% | -68.8% | +221.4% | +153.6% |
| 1Y | +87.4% | +43.3% | +44.0% | +85.2% |
| 3Y | +63.3% | +214.7% | -151.4% | +29.1% |
| All | +395.3% | +142.6% | +252.7% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling