+77.8%
PBF vs CNH
+31.1%
+46.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +6.0% |
| 7D | -4.0% | +6.7% | -10.6% | -3.3% |
| 30D | -18.0% | +7.2% | -25.2% | -17.4% |
| 3M | +0.9% | +17.5% | -16.6% | +4.7% |
| 6M | +65.7% | +15.0% | +50.8% | +71.5% |
| YTD | +161.9% | +36.8% | +125.1% | +169.3% |
| 1Y | +77.8% | +27.6% | +50.2% | +82.9% |
| All | +77.8% | +31.1% | +46.7% | +82.9% |
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