+411.5%
CAH vs PBF
+260.7%
+150.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.5% | +6.5% | -3.0% | +2.8% |
| 30D | +13.5% | -20.0% | +33.5% | +15.7% |
| 3M | +21.8% | -3.3% | +25.2% | +21.6% |
| 6M | +51.5% | +76.8% | -25.3% | +41.3% |
| YTD | +38.1% | +168.9% | -130.9% | +21.4% |
| 1Y | +37.7% | +96.4% | -58.7% | +25.2% |
| 3Y | +179.6% | +77.2% | +102.4% | +149.0% |
| 5Y | +504.9% | +417.7% | +87.2% | +344.4% |
| All | +411.5% | +260.7% | +150.8% | +234.0% |
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