+341.9%
PBF vs CASY
+568.7%
-226.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +22.0% | -11.3% | +33.3% | +30.2% |
| 3M | +74.5% | -0.6% | +75.1% | +72.7% |
| 6M | +67.7% | +10.7% | +57.0% | +53.5% |
| YTD | +179.2% | +37.1% | +142.1% | +124.2% |
| 1Y | +170.0% | +52.3% | +117.7% | +100.9% |
| 3Y | +66.4% | +215.2% | -148.8% | -31.1% |
| 5Y | +764.5% | +276.5% | +488.0% | +194.4% |
| All | +341.9% | +568.7% | -226.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling