+240.3%
PBF vs CG
+308.6%
-68.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.5% |
| 7D | -15.3% | +2.0% | -17.2% | -16.4% |
| 30D | -21.8% | +8.5% | -30.3% | -25.7% |
| 3M | -0.2% | -12.1% | +11.9% | +6.1% |
| 6M | +63.6% | -16.4% | +80.0% | +75.6% |
| YTD | +147.5% | -28.0% | +175.5% | +180.6% |
| 1Y | +69.8% | -18.9% | +88.7% | +78.3% |
| 3Y | +65.3% | +51.2% | +14.0% | +7.0% |
| 5Y | +393.4% | -15.9% | +409.3% | +340.2% |
| 10Y | +240.3% | +305.9% | -65.6% | +15.6% |
| All | +240.3% | +308.6% | -68.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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