+177.3%
PBF vs CNH
+20.6%
+156.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.8% | +2.3% |
| 7D | +2.4% | +8.8% | -6.4% | +3.9% |
| 30D | +24.9% | +24.7% | +0.2% | +30.5% |
| 3M | +81.9% | +27.3% | +54.5% | +91.9% |
| 6M | +79.4% | +23.2% | +56.2% | +92.0% |
| YTD | +188.3% | +48.9% | +139.4% | +194.8% |
| 1Y | +177.3% | +19.4% | +157.9% | +211.7% |
| All | +177.3% | +20.6% | +156.7% | +211.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling