+303.0%
PBF vs CPB
-0.3%
+303.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.5% |
| 7D | -7.4% | +3.3% | -10.6% | -7.6% |
| 30D | -17.5% | +19.0% | -36.5% | -18.7% |
| 3M | +13.1% | +0.4% | +12.7% | +12.9% |
| 6M | +72.6% | +13.0% | +59.7% | +70.3% |
| YTD | +161.2% | -12.7% | +173.9% | +163.1% |
| 1Y | +93.3% | -20.9% | +114.2% | +96.8% |
| 3Y | +80.7% | -35.4% | +116.1% | +86.8% |
| 5Y | +396.1% | -32.3% | +428.4% | +403.3% |
| 10Y | +252.3% | -40.5% | +292.8% | +271.4% |
| All | +303.0% | -0.3% | +303.4% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling