+718.6%
PBF vs CPB
-39.5%
+758.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.4% |
| 7D | +4.3% | -8.6% | +12.9% | +4.0% |
| 30D | +22.0% | -7.2% | +29.2% | +21.7% |
| 3M | +74.5% | +0.9% | +73.6% | +74.4% |
| 6M | +67.7% | -11.8% | +79.5% | +66.8% |
| YTD | +179.2% | -19.4% | +198.6% | +177.7% |
| 1Y | +170.0% | -30.4% | +200.4% | +169.0% |
| 3Y | +66.4% | -40.2% | +106.5% | +67.6% |
| All | +718.6% | -39.5% | +758.1% | +749.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling