+330.8%
PBF vs CAPR
-53.0%
+383.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +4.3% | -2.0% | +6.3% | +4.3% |
| 30D | +22.0% | +139.2% | -117.2% | +19.6% |
| 3M | +74.5% | -66.4% | +140.9% | +75.8% |
| 6M | +67.7% | -63.1% | +130.8% | +68.2% |
| YTD | +179.2% | -67.4% | +246.6% | +180.5% |
| 1Y | +170.0% | +58.2% | +111.7% | +146.4% |
| 3Y | +66.4% | +42.2% | +24.2% | +44.2% |
| 5Y | +764.5% | +87.3% | +677.2% | +627.4% |
| 10Y | +358.5% | -75.3% | +433.8% | +253.8% |
| All | +330.8% | -53.0% | +383.8% | +218.8% |
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