+289.8%
PBF vs CP
+423.0%
-133.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.5% |
| 7D | -13.8% | +2.8% | -16.5% | -15.5% |
| 30D | -19.6% | +10.2% | -29.8% | -25.0% |
| 3M | +10.3% | +2.4% | +7.9% | +7.6% |
| 6M | +63.4% | +7.7% | +55.8% | +52.5% |
| YTD | +152.6% | +26.0% | +126.6% | +106.5% |
| 1Y | +87.4% | +34.6% | +52.7% | +45.8% |
| 3Y | +63.3% | +26.7% | +36.6% | +30.2% |
| 5Y | +412.5% | +24.9% | +387.6% | +305.7% |
| 10Y | +282.5% | +258.6% | +23.9% | +67.1% |
| All | +289.8% | +423.0% | -133.2% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling