+111.0%
PBF vs CASY
+32.1%
+78.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -13.7% | +9.4% | -23.1% | -14.8% |
| 3M | +10.6% | -20.6% | +31.2% | +15.1% |
| 6M | +61.2% | -20.7% | +81.9% | +64.4% |
| YTD | +172.7% | +22.5% | +150.2% | +182.5% |
| 1Y | +111.0% | +29.5% | +81.5% | +115.3% |
| All | +111.0% | +32.1% | +78.9% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling