+396.1%
PBF vs CF
+112.3%
+283.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | -7.4% | -0.9% | -6.5% | -7.2% |
| 30D | -17.5% | +6.9% | -24.4% | -21.2% |
| 3M | +13.1% | +4.8% | +8.3% | +8.4% |
| 6M | +72.6% | +4.7% | +68.0% | +64.3% |
| YTD | +161.2% | +56.5% | +104.7% | +94.0% |
| 1Y | +93.3% | +48.4% | +44.9% | +48.3% |
| 3Y | +80.7% | +59.1% | +21.5% | +29.4% |
| 5Y | +396.1% | +109.5% | +286.6% | +164.7% |
| All | +396.1% | +112.3% | +283.8% | +164.7% |
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 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