+284.5%
PBF vs CF
+561.7%
-277.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -13.8% | -3.2% | -10.6% | -12.2% |
| 30D | -19.6% | +4.3% | -23.9% | -22.6% |
| 3M | +10.3% | +2.8% | +7.4% | +6.1% |
| 6M | +63.4% | +0.6% | +62.8% | +58.1% |
| YTD | +152.6% | +56.6% | +96.0% | +75.2% |
| 1Y | +87.4% | +49.6% | +37.7% | +34.4% |
| 3Y | +63.3% | +61.5% | +1.8% | +5.9% |
| 5Y | +412.5% | +124.0% | +288.5% | +133.6% |
| All | +284.5% | +561.7% | -277.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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