+718.6%
PBF vs CF
+227.0%
+491.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +0.7% |
| 7D | +4.3% | +6.0% | -1.7% | +0.4% |
| 30D | +22.0% | +14.8% | +7.1% | +11.0% |
| 3M | +74.5% | +14.1% | +60.4% | +58.8% |
| 6M | +67.7% | +28.5% | +39.1% | +40.7% |
| YTD | +179.2% | +74.9% | +104.2% | +92.7% |
| 1Y | +170.0% | +61.7% | +108.3% | +94.6% |
| 3Y | +66.4% | +80.3% | -13.9% | +8.5% |
| All | +718.6% | +227.0% | +491.6% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling