+247.7%
PBF vs CNH
+107.0%
+140.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +5.9% | +4.5% |
| 7D | +3.8% | +6.4% | -2.6% | -0.9% |
| 30D | -22.2% | -1.6% | -20.5% | -21.6% |
| 3M | +1.3% | +11.6% | -10.3% | -9.1% |
| 6M | +69.0% | +12.5% | +56.5% | +44.8% |
| YTD | +166.5% | +31.1% | +135.4% | +91.6% |
| 1Y | +88.1% | +17.0% | +71.1% | +46.9% |
| 3Y | +77.9% | +28.7% | +49.2% | +19.9% |
| 5Y | +413.0% | -17.4% | +430.4% | +353.5% |
| All | +247.7% | +107.0% | +140.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling