+334.1%
PBF vs CPB
-45.7%
+379.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.2% |
| 7D | +2.4% | -8.2% | +10.6% | +2.7% |
| 30D | +24.9% | -5.6% | +30.5% | +25.1% |
| 3M | +81.9% | +3.0% | +78.9% | +81.4% |
| 6M | +79.4% | -12.7% | +92.1% | +79.9% |
| YTD | +188.3% | -18.0% | +206.3% | +190.0% |
| 1Y | +177.3% | -31.7% | +209.0% | +181.7% |
| 3Y | +56.0% | -41.0% | +97.0% | +59.6% |
| 5Y | +804.0% | -38.4% | +842.4% | +816.4% |
| 10Y | +334.1% | -45.0% | +379.1% | +377.5% |
| All | +334.1% | -45.7% | +379.8% | +377.5% |
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