+77.2%
PBF vs CPB
-35.1%
+112.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.6% |
| 7D | +6.5% | -1.6% | +8.0% | +6.4% |
| 30D | -20.0% | +19.2% | -39.2% | -19.6% |
| 3M | -3.3% | -0.9% | -2.4% | -3.2% |
| 6M | +76.8% | +15.2% | +61.6% | +77.2% |
| YTD | +168.9% | -13.1% | +182.0% | +168.9% |
| 1Y | +96.4% | -22.4% | +118.8% | +97.5% |
| 3Y | +77.2% | -35.3% | +112.5% | +89.4% |
| All | +77.2% | -35.1% | +112.3% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling