+66.0%
PBF vs CNH
+9.6%
+56.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -2.3% |
| 7D | +4.3% | +23.3% | -19.0% | -1.3% |
| 30D | +22.0% | +33.5% | -11.5% | +13.0% |
| 3M | +74.5% | +32.7% | +41.8% | +60.5% |
| 6M | +67.7% | +22.2% | +45.5% | +57.2% |
| YTD | +179.2% | +57.7% | +121.5% | +129.1% |
| 1Y | +170.0% | +28.0% | +142.0% | +145.5% |
| All | +66.0% | +9.6% | +56.5% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling