+66.0%
PBF vs CP
+17.1%
+49.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +4.3% | -2.7% | +7.0% | +5.2% |
| 30D | +22.0% | +0.2% | +21.8% | +21.9% |
| 3M | +74.5% | +2.6% | +71.9% | +72.3% |
| 6M | +67.7% | +6.0% | +61.7% | +62.5% |
| YTD | +179.2% | +24.9% | +154.2% | +145.8% |
| 1Y | +170.0% | +20.1% | +149.9% | +142.9% |
| All | +66.0% | +17.1% | +49.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling