+741.0%
CAH vs PBF
+303.9%
+437.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +5.4% | +4.3% | +1.1% | +4.9% |
| 30D | +3.3% | +22.0% | -18.7% | +1.0% |
| 3M | +22.8% | +74.5% | -51.7% | +14.9% |
| 6M | +11.3% | +67.7% | -56.4% | +3.8% |
| YTD | +21.1% | +179.2% | -158.0% | +6.0% |
| 1Y | +67.2% | +170.0% | -102.8% | +45.8% |
| 3Y | +195.6% | +66.4% | +129.2% | +164.8% |
| 5Y | +413.8% | +764.5% | -350.7% | +249.1% |
| 10Y | +309.6% | +358.5% | -48.9% | +153.4% |
| All | +741.0% | +303.9% | +437.1% | +408.4% |
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