+161.8%
PBF vs CG
-29.3%
+191.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.4% |
| 7D | +1.4% | -6.4% | +7.8% | +1.3% |
| 30D | +15.8% | -7.1% | +22.9% | +15.9% |
| 3M | +90.3% | -1.6% | +91.9% | +91.3% |
| 6M | +102.8% | -8.3% | +111.1% | +104.0% |
| YTD | +187.3% | -23.8% | +211.1% | +190.8% |
| 1Y | +161.8% | -28.7% | +190.6% | +162.8% |
| All | +161.8% | -29.3% | +191.2% | +162.8% |
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