+79.2%
PBF vs CPB
-20.9%
+100.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.2% |
| 7D | -7.4% | +3.3% | -10.6% | -6.9% |
| 30D | -17.5% | +19.0% | -36.5% | -16.0% |
| 3M | +13.1% | +0.4% | +12.7% | +13.5% |
| 6M | +72.6% | +13.0% | +59.7% | +74.8% |
| YTD | +161.2% | -12.7% | +173.9% | +152.3% |
| All | +79.2% | -20.9% | +100.1% | +77.4% |
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