+362.2%
PBF vs CNH
+157.1%
+205.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.8% |
| 7D | +1.4% | +1.8% | -0.5% | -0.3% |
| 30D | +15.8% | +32.6% | -16.8% | -6.0% |
| 3M | +90.3% | +29.4% | +60.8% | +52.3% |
| 6M | +102.8% | +26.0% | +76.8% | +57.2% |
| YTD | +187.3% | +52.2% | +135.1% | +90.0% |
| 1Y | +161.8% | +23.9% | +138.0% | +100.8% |
| 3Y | +55.5% | +10.1% | +45.3% | +23.4% |
| 5Y | +801.9% | +13.2% | +788.8% | +523.2% |
| 10Y | +362.2% | +160.7% | +201.6% | +49.5% |
| All | +362.2% | +157.1% | +205.1% | +49.5% |
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