+402.2%
CAH vs PBF
+817.4%
-415.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | +1.2% | +15.8% | -14.7% | +0.7% |
| 3M | +13.1% | +90.3% | -77.2% | +10.4% |
| 6M | +8.5% | +102.8% | -94.3% | +5.3% |
| YTD | +17.6% | +187.3% | -169.7% | +11.9% |
| 1Y | +60.7% | +161.8% | -101.2% | +53.1% |
| 3Y | +183.2% | +55.5% | +127.7% | +173.7% |
| 5Y | +402.2% | +801.9% | -399.7% | +307.9% |
| All | +402.2% | +817.4% | -415.2% | +307.9% |
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