+76.2%
PBF vs CF
+47.5%
+28.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -4.0% |
| 7D | -0.9% | -6.9% | +6.0% | +3.4% |
| 30D | -13.7% | -3.7% | -10.0% | -11.8% |
| 3M | +10.6% | -5.0% | +15.6% | +13.0% |
| 6M | +61.2% | -10.5% | +71.6% | +70.0% |
| YTD | +172.7% | +46.5% | +126.2% | +113.0% |
| 1Y | +111.0% | +34.8% | +76.2% | +72.5% |
| All | +76.2% | +47.5% | +28.7% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling