+56.8%
PBF vs CPAY
+49.2%
+7.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | +2.3% | -2.7% | +5.0% | +3.3% |
| 30D | +11.6% | +0.6% | +11.0% | +11.3% |
| 3M | +81.7% | +17.0% | +64.7% | +70.9% |
| 6M | +96.4% | +24.1% | +72.3% | +78.4% |
| YTD | +189.5% | +35.7% | +153.7% | +147.1% |
| 1Y | +180.7% | +34.0% | +146.7% | +139.9% |
| All | +56.8% | +49.2% | +7.7% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling