+330.8%
PBF vs CG
+293.8%
+37.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | +4.3% | -4.3% | +8.6% | +6.5% |
| 30D | +22.0% | -5.1% | +27.1% | +25.1% |
| 3M | +74.5% | +8.7% | +65.8% | +65.0% |
| 6M | +67.7% | -9.2% | +76.9% | +70.9% |
| YTD | +179.2% | -18.9% | +198.0% | +197.6% |
| 1Y | +170.0% | -25.6% | +195.6% | +198.4% |
| 3Y | +66.4% | +57.3% | +9.1% | +14.1% |
| 5Y | +764.5% | +10.2% | +754.3% | +570.1% |
| 10Y | +358.5% | +364.2% | -5.7% | +80.5% |
| All | +330.8% | +293.8% | +37.0% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling