+240.3%
PBF vs CP
+255.2%
-14.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -5.0% | -5.0% |
| 7D | -15.3% | +2.8% | -18.1% | -17.2% |
| 30D | -21.8% | +11.0% | -32.8% | -28.3% |
| 3M | -0.2% | +3.8% | -4.1% | -4.0% |
| 6M | +63.6% | +9.5% | +54.1% | +48.8% |
| YTD | +147.5% | +28.2% | +119.3% | +91.8% |
| 1Y | +69.8% | +33.0% | +36.9% | +27.2% |
| 3Y | +65.3% | +35.5% | +29.7% | +17.6% |
| 5Y | +393.4% | +25.8% | +367.6% | +262.2% |
| 10Y | +240.3% | +250.7% | -10.4% | +19.3% |
| All | +240.3% | +255.2% | -14.9% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling