+320.8%
PBF vs CF
+279.1%
+41.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -4.0% |
| 7D | -0.9% | -6.9% | +6.0% | +3.5% |
| 30D | -13.7% | -3.7% | -10.0% | -11.8% |
| 3M | +10.6% | -5.0% | +15.6% | +13.1% |
| 6M | +61.2% | -10.5% | +71.6% | +70.0% |
| YTD | +172.7% | +46.5% | +126.2% | +111.9% |
| 1Y | +111.0% | +34.8% | +76.2% | +72.2% |
| 3Y | +73.6% | +46.7% | +26.9% | +31.1% |
| 5Y | +479.7% | +112.0% | +367.6% | +234.7% |
| 10Y | +312.9% | +529.7% | -216.8% | +52.2% |
| All | +320.8% | +279.1% | +41.7% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling