+111.0%
PBF vs CPB
-18.4%
+129.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -5.9% |
| 7D | -0.9% | +13.0% | -13.9% | +0.5% |
| 30D | -13.7% | +20.5% | -34.2% | -11.9% |
| 3M | +10.6% | +2.2% | +8.4% | +11.5% |
| 6M | +61.2% | +15.4% | +45.8% | +64.1% |
| YTD | +172.7% | -12.3% | +185.0% | +165.3% |
| 1Y | +111.0% | -18.0% | +129.0% | +108.6% |
| All | +111.0% | -18.4% | +129.5% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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