-42.6%
CAG vs PBF
+785.3%
-827.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.7% |
| 7D | -5.9% | +2.3% | -8.2% | -5.9% |
| 30D | -1.5% | +11.6% | -13.1% | -1.6% |
| 3M | +11.5% | +81.7% | -70.3% | +11.3% |
| 6M | -15.7% | +96.4% | -112.1% | -15.8% |
| YTD | -10.2% | +189.5% | -199.7% | -10.3% |
| 1Y | -18.1% | +180.7% | -198.8% | -18.2% |
| 3Y | -39.4% | +56.6% | -96.0% | -40.0% |
| 5Y | -42.6% | +802.0% | -844.6% | -42.5% |
| All | -42.6% | +785.3% | -827.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling