+420.4%
PBF vs CP
+25.5%
+394.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +6.5% | +2.1% | +4.3% | +5.4% |
| 30D | -20.0% | +9.3% | -29.3% | -23.7% |
| 3M | -3.3% | +0.5% | -3.8% | -4.0% |
| 6M | +76.8% | +10.4% | +66.4% | +65.6% |
| YTD | +168.9% | +28.7% | +140.2% | +124.6% |
| 1Y | +96.4% | +33.2% | +63.2% | +60.1% |
| 3Y | +77.2% | +38.4% | +38.8% | +37.7% |
| All | +420.4% | +25.5% | +394.9% | +325.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling