+775.4%
PBF vs CG
+11.9%
+763.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +4.3% | -4.3% | +8.6% | +5.6% |
| 30D | +22.0% | -5.1% | +27.1% | +23.9% |
| 3M | +74.5% | +8.7% | +65.8% | +68.9% |
| 6M | +67.7% | -9.2% | +76.9% | +70.5% |
| YTD | +179.2% | -18.9% | +198.0% | +192.4% |
| 1Y | +170.0% | -25.6% | +195.6% | +190.1% |
| 3Y | +66.4% | +57.3% | +9.1% | +33.9% |
| All | +775.4% | +11.9% | +763.5% | +647.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling