+342.4%
PBF vs CNH
+32.2%
+310.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.3% |
| 7D | -13.8% | -1.7% | -12.1% | -12.9% |
| 30D | -19.6% | -7.2% | -12.4% | -15.9% |
| 3M | +10.3% | +6.5% | +3.7% | +3.2% |
| 6M | +63.4% | +7.9% | +55.6% | +46.8% |
| YTD | +152.6% | +26.6% | +126.0% | +94.1% |
| 1Y | +87.4% | +13.8% | +73.6% | +53.4% |
| 3Y | +63.3% | +9.2% | +54.1% | +31.2% |
| 5Y | +412.5% | -15.6% | +428.1% | +359.1% |
| 10Y | +282.5% | +119.2% | +163.3% | +85.5% |
| All | +342.4% | +32.2% | +310.3% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling