+77.8%
PBF vs CG
-19.9%
+97.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +5.7% |
| 7D | -4.0% | -3.8% | -0.2% | -4.3% |
| 30D | -18.0% | +7.5% | -25.5% | -17.4% |
| 3M | +0.9% | -14.4% | +15.3% | +0.1% |
| 6M | +65.7% | -15.7% | +81.4% | +65.3% |
| YTD | +161.9% | -29.0% | +190.8% | +153.2% |
| 1Y | +77.8% | -22.1% | +99.9% | +62.5% |
| All | +77.8% | -19.9% | +97.7% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling