+311.2%
PBF vs CASY
+1,444.5%
-1,133.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +3.8% | +2.5% | +1.3% | +2.6% |
| 30D | -22.2% | +10.2% | -32.4% | -25.9% |
| 3M | +1.3% | -15.7% | +17.0% | +8.4% |
| 6M | +69.0% | -18.4% | +87.4% | +81.7% |
| YTD | +166.5% | +28.3% | +138.2% | +125.8% |
| 1Y | +88.1% | +32.6% | +55.5% | +55.9% |
| 3Y | +77.9% | +159.5% | -81.6% | -3.8% |
| 5Y | +413.0% | +263.9% | +149.1% | +116.2% |
| 10Y | +261.4% | +548.5% | -287.1% | +26.8% |
| All | +311.2% | +1,444.5% | -1,133.3% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling