+252.3%
PBF vs CASY
+551.3%
-299.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.0% |
| 7D | -7.4% | +3.6% | -11.0% | -9.2% |
| 30D | -17.5% | +7.2% | -24.7% | -20.8% |
| 3M | +13.1% | -16.9% | +30.0% | +23.2% |
| 6M | +72.6% | -19.3% | +92.0% | +88.7% |
| YTD | +161.2% | +25.6% | +135.5% | +116.5% |
| 1Y | +93.3% | +30.2% | +63.2% | +55.8% |
| 3Y | +80.7% | +154.9% | -74.2% | -14.4% |
| 5Y | +396.1% | +252.1% | +144.0% | +70.8% |
| 10Y | +252.3% | +535.8% | -283.6% | -10.7% |
| All | +252.3% | +551.3% | -299.0% | -10.7% |
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