-36.0%
CAG vs PBF
+80.0%
-116.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -3.3% | +6.5% | -9.8% | -3.3% |
| 30D | +7.7% | -20.0% | +27.7% | +7.7% |
| 3M | -3.2% | -3.3% | +0.2% | -3.2% |
| 6M | +7.0% | +76.8% | -69.8% | +6.4% |
| YTD | -9.0% | +168.9% | -177.9% | -9.9% |
| 1Y | -9.6% | +96.4% | -106.0% | -10.5% |
| 3Y | -36.0% | +77.2% | -113.2% | -38.2% |
| All | -36.0% | +80.0% | -116.0% | -38.2% |
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