+252.3%
PBF vs CNH
+134.0%
+118.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.9% | -7.5% | -3.8% |
| 7D | -7.4% | +8.6% | -15.9% | -12.6% |
| 30D | -17.5% | +12.6% | -30.0% | -23.9% |
| 3M | +13.1% | +17.5% | -4.4% | -2.0% |
| 6M | +72.6% | +18.1% | +54.5% | +43.5% |
| YTD | +161.2% | +40.4% | +120.8% | +79.8% |
| 1Y | +93.3% | +34.0% | +59.3% | +36.7% |
| 3Y | +80.7% | +35.3% | +45.4% | +18.4% |
| 5Y | +396.1% | -5.1% | +401.2% | +290.6% |
| 10Y | +252.3% | +124.0% | +128.2% | +43.5% |
| All | +252.3% | +134.0% | +118.3% | +43.5% |
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