+802.0%
PBF vs CPAY
+53.2%
+748.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | +2.3% | -2.7% | +5.0% | +3.6% |
| 30D | +11.6% | +0.6% | +11.0% | +11.1% |
| 3M | +81.7% | +17.0% | +64.7% | +67.1% |
| 6M | +96.4% | +24.1% | +72.3% | +72.0% |
| YTD | +189.5% | +35.7% | +153.7% | +135.5% |
| 1Y | +180.7% | +34.0% | +146.7% | +128.1% |
| 3Y | +56.6% | +50.3% | +6.4% | +15.0% |
| 5Y | +802.0% | +56.7% | +745.3% | +567.3% |
| All | +802.0% | +53.2% | +748.8% | +567.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling