+56.0%
PBF vs CLBK
+55.4%
+0.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +2.4% | +1.1% | +1.2% | +2.1% |
| 30D | +24.9% | +7.8% | +17.1% | +22.5% |
| 3M | +81.9% | +23.9% | +58.0% | +72.2% |
| 6M | +79.4% | +42.3% | +37.1% | +63.0% |
| YTD | +188.3% | +65.4% | +122.9% | +149.4% |
| 1Y | +177.3% | +70.3% | +106.9% | +137.1% |
| 3Y | +56.0% | +54.5% | +1.5% | +33.5% |
| All | +56.0% | +55.4% | +0.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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