+223.0%
PBF vs CYCU
-99.9%
+322.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.6% |
| 7D | -0.9% | +1.2% | -2.1% | -0.9% |
| 30D | -13.7% | -31.5% | +17.8% | -12.8% |
| 3M | +10.6% | -62.0% | +72.7% | +13.1% |
| 6M | +61.2% | -67.4% | +128.6% | +51.7% |
| YTD | +172.7% | -88.6% | +261.3% | +166.9% |
| 1Y | +111.0% | -88.5% | +199.5% | +102.9% |
| All | +223.0% | -99.9% | +322.9% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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