+250.9%
PBF vs CPB
-38.9%
+289.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.4% |
| 7D | +6.5% | -1.6% | +8.0% | +6.5% |
| 30D | -20.0% | +19.2% | -39.2% | -20.4% |
| 3M | -3.3% | -0.9% | -2.4% | -3.3% |
| 6M | +76.8% | +15.2% | +61.6% | +75.8% |
| YTD | +168.9% | -13.1% | +182.0% | +169.9% |
| 1Y | +96.4% | -22.4% | +118.8% | +98.2% |
| 3Y | +77.2% | -35.3% | +112.5% | +80.3% |
| 5Y | +417.7% | -33.0% | +450.7% | +422.3% |
| All | +250.9% | -38.9% | +289.8% | +260.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling