+8.0%
CAG vs PBF
+303.9%
-295.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.8% | +4.3% | -8.1% | -3.9% |
| 30D | +3.1% | +22.0% | -18.9% | +2.5% |
| 3M | +23.5% | +74.5% | -51.0% | +21.2% |
| 6M | -14.8% | +67.7% | -82.5% | -16.5% |
| YTD | -5.4% | +179.2% | -184.6% | -8.8% |
| 1Y | -11.8% | +170.0% | -181.8% | -15.0% |
| 3Y | -36.7% | +66.4% | -103.0% | -38.5% |
| 5Y | -40.3% | +764.5% | -804.8% | -46.6% |
| 10Y | -37.0% | +358.5% | -395.5% | -45.4% |
| All | +8.0% | +303.9% | -295.9% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling