+56.0%
PBF vs CG
+56.8%
-0.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.9% |
| 7D | +2.4% | -1.3% | +3.6% | +2.7% |
| 30D | +24.9% | -3.2% | +28.0% | +26.0% |
| 3M | +81.9% | +6.2% | +75.6% | +77.6% |
| 6M | +79.4% | -4.7% | +84.0% | +79.2% |
| YTD | +188.3% | -20.6% | +208.9% | +204.6% |
| 1Y | +177.3% | -26.4% | +203.6% | +199.8% |
| 3Y | +56.0% | +55.4% | +0.6% | +28.1% |
| All | +56.0% | +56.8% | -0.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling