+388.9%
PBF vs CNH
+64.7%
+324.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -3.8% |
| 7D | +4.3% | +23.3% | -19.0% | -8.7% |
| 30D | +22.0% | +33.5% | -11.5% | +0.8% |
| 3M | +74.5% | +32.7% | +41.8% | +41.2% |
| 6M | +67.7% | +22.2% | +45.5% | +37.1% |
| YTD | +179.2% | +57.7% | +121.5% | +90.1% |
| 1Y | +170.0% | +28.0% | +142.0% | +109.8% |
| 3Y | +66.4% | +11.5% | +54.8% | +36.0% |
| 5Y | +764.5% | +11.9% | +752.6% | +556.2% |
| 10Y | +358.5% | +162.8% | +195.7% | +99.2% |
| All | +388.9% | +64.7% | +324.3% | +132.5% |
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 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