+180.4%
PBF vs CPAY
+33.9%
+146.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +5.3% | -2.0% | +7.3% | +5.3% |
| 30D | +11.7% | -0.4% | +12.1% | +11.7% |
| 3M | +91.1% | +16.4% | +74.7% | +91.9% |
| 6M | +88.4% | +23.5% | +64.9% | +90.8% |
| YTD | +194.1% | +35.7% | +158.4% | +195.9% |
| 1Y | +180.4% | +30.2% | +150.2% | +188.9% |
| All | +180.4% | +33.9% | +146.5% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling