+353.7%
PBF vs CGNX
+667.1%
-313.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.2% |
| 7D | +5.3% | +3.2% | +2.2% | +4.2% |
| 30D | +11.7% | +6.0% | +5.7% | +9.2% |
| 3M | +91.1% | +3.5% | +87.5% | +86.3% |
| 6M | +88.4% | +26.3% | +62.1% | +67.2% |
| YTD | +194.1% | +79.2% | +114.8% | +116.9% |
| 1Y | +180.4% | +43.8% | +136.6% | +122.9% |
| 3Y | +59.3% | +52.0% | +7.4% | +17.1% |
| 5Y | +816.3% | -24.0% | +840.3% | +763.0% |
| 10Y | +373.1% | +189.1% | +184.0% | +169.1% |
| All | +353.7% | +667.1% | -313.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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