+76.4%
PBF vs CP
+37.0%
+39.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.0% |
| 7D | +4.3% | +0.9% | +3.4% | +4.0% |
| 30D | -21.8% | +10.3% | -32.1% | -24.5% |
| 3M | +1.7% | +2.3% | -0.6% | +0.9% |
| 6M | +69.8% | +10.7% | +59.1% | +62.0% |
| YTD | +167.7% | +29.3% | +138.4% | +130.1% |
| 1Y | +89.0% | +31.5% | +57.5% | +60.6% |
| All | +76.4% | +37.0% | +39.4% | +44.7% |
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 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