+287.5%
CAH vs PBF
+374.8%
-87.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -5.1% | +5.3% | -10.4% | -5.6% |
| 30D | +0.2% | +11.7% | -11.6% | -1.1% |
| 3M | +6.3% | +91.1% | -84.8% | -1.1% |
| 6M | +9.4% | +88.4% | -79.0% | +1.2% |
| YTD | +15.0% | +194.1% | -179.1% | +0.5% |
| 1Y | +55.4% | +180.4% | -125.0% | +35.7% |
| 3Y | +173.8% | +59.3% | +114.5% | +148.0% |
| 5Y | +395.2% | +816.3% | -421.1% | +235.4% |
| All | +287.5% | +374.8% | -87.4% | +142.3% |
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 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