+77.8%
PBF vs CASY
+34.1%
+43.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.5% |
| 7D | -4.0% | +5.8% | -9.8% | -4.7% |
| 30D | -18.0% | +10.7% | -28.7% | -19.1% |
| 3M | +0.9% | -13.9% | +14.8% | +4.0% |
| 6M | +65.7% | -18.4% | +84.2% | +67.5% |
| YTD | +161.9% | +29.6% | +132.2% | +165.5% |
| 1Y | +77.8% | +32.8% | +45.0% | +79.7% |
| All | +77.8% | +34.1% | +43.7% | +79.7% |
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 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