+69.0%
PBF vs CASY
-19.3%
+88.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +3.8% | +2.5% | +1.3% | +3.3% |
| 30D | -22.2% | +10.2% | -32.4% | -23.9% |
| 3M | +1.3% | -15.7% | +17.0% | +7.4% |
| 6M | +69.0% | -18.4% | +87.4% | +79.4% |
| All | +69.0% | -19.3% | +88.3% | +79.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling