-39.7%
CAG vs PBF
+59.1%
-98.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -5.7% | +5.3% | -11.0% | -5.7% |
| 30D | -2.4% | +11.7% | -14.1% | -2.5% |
| 3M | +9.8% | +91.1% | -81.3% | +9.2% |
| 6M | -10.8% | +88.4% | -99.3% | -11.3% |
| YTD | -10.8% | +194.1% | -204.9% | -11.7% |
| 1Y | -19.0% | +180.4% | -199.4% | -19.8% |
| 3Y | -39.7% | +59.3% | -99.0% | -41.3% |
| All | -39.7% | +59.1% | -98.8% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling