+63.3%
PBF vs CP
+26.5%
+36.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -13.8% | +2.8% | -16.5% | -14.6% |
| 30D | -19.6% | +10.2% | -29.8% | -22.4% |
| 3M | +10.3% | +2.4% | +7.9% | +9.1% |
| 6M | +63.4% | +7.7% | +55.8% | +57.4% |
| YTD | +152.6% | +26.0% | +126.6% | +119.6% |
| 1Y | +87.4% | +34.6% | +52.7% | +55.9% |
| 3Y | +63.3% | +26.7% | +36.6% | +40.4% |
| All | +63.3% | +26.5% | +36.8% | +40.4% |
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