+230.7%
PBF vs CYCU
-99.9%
+330.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +4.3% | -8.1% | +12.3% | +4.5% |
| 30D | +22.0% | -43.0% | +65.0% | +23.6% |
| 3M | +74.5% | -50.8% | +125.3% | +62.9% |
| 6M | +67.7% | -74.1% | +141.8% | +59.5% |
| YTD | +179.2% | -84.0% | +263.1% | +171.5% |
| 1Y | +170.0% | -92.2% | +262.2% | +158.4% |
| All | +230.7% | -99.9% | +330.5% | +264.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling