+111.0%
PBF vs CP
+35.2%
+75.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -5.3% |
| 7D | -0.9% | +5.6% | -6.5% | +1.3% |
| 30D | -13.7% | +10.0% | -23.7% | -10.5% |
| 3M | +10.6% | +4.4% | +6.2% | +13.4% |
| 6M | +61.2% | +14.1% | +47.1% | +70.2% |
| YTD | +172.7% | +29.1% | +143.7% | +178.4% |
| 1Y | +111.0% | +34.6% | +76.5% | +119.7% |
| All | +111.0% | +35.2% | +75.8% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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