-37.7%
CAG vs PBF
+374.8%
-412.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -5.7% | +5.3% | -11.0% | -5.8% |
| 30D | -2.4% | +11.7% | -14.1% | -2.7% |
| 3M | +9.8% | +91.1% | -81.3% | +8.1% |
| 6M | -10.8% | +88.4% | -99.3% | -12.3% |
| YTD | -10.8% | +194.1% | -204.9% | -13.2% |
| 1Y | -19.0% | +180.4% | -199.4% | -21.1% |
| 3Y | -39.7% | +59.3% | -99.0% | -40.9% |
| 5Y | -43.0% | +816.3% | -859.2% | -47.6% |
| All | -37.7% | +374.8% | -412.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling