+330.8%
PBF vs CPB
-8.0%
+338.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | +4.3% | -8.6% | +12.9% | +5.0% |
| 30D | +22.0% | -7.2% | +29.2% | +22.7% |
| 3M | +74.5% | +0.9% | +73.6% | +73.9% |
| 6M | +67.7% | -11.8% | +79.5% | +68.9% |
| YTD | +179.2% | -19.4% | +198.6% | +183.3% |
| 1Y | +170.0% | -30.4% | +200.4% | +178.1% |
| 3Y | +66.4% | -40.2% | +106.5% | +73.2% |
| 5Y | +764.5% | -39.5% | +804.0% | +788.1% |
| 10Y | +358.5% | -47.4% | +405.9% | +393.8% |
| All | +330.8% | -8.0% | +338.7% | +242.5% |
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 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