+289.8%
PBF vs CAPR
-55.0%
+344.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.7% |
| 7D | -13.8% | +41.1% | -54.8% | -14.3% |
| 30D | -19.6% | +11.1% | -30.7% | -19.8% |
| 3M | +10.3% | +115.3% | -105.1% | +8.1% |
| 6M | +63.4% | -73.8% | +137.3% | +65.1% |
| YTD | +152.6% | -68.8% | +221.4% | +153.5% |
| 1Y | +87.4% | +43.3% | +44.0% | +71.5% |
| 3Y | +63.3% | +214.7% | -151.4% | +37.2% |
| 5Y | +412.5% | +141.3% | +271.2% | +326.7% |
| 10Y | +282.5% | -67.0% | +349.5% | +193.1% |
| All | +289.8% | -55.0% | +344.8% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling