+674.0%
CAT vs PBF
+231.7%
+442.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -1.5% |
| 7D | -6.3% | -15.3% | +9.0% | -3.5% |
| 30D | -26.8% | -21.8% | -5.0% | -23.9% |
| 3M | -30.0% | -0.2% | -29.8% | -30.6% |
| 6M | -34.6% | +63.6% | -98.2% | -41.3% |
| YTD | +2.9% | +147.5% | -144.6% | -16.5% |
| 1Y | +3.3% | +69.8% | -66.6% | -10.3% |
| 3Y | +153.7% | +65.3% | +88.4% | +112.0% |
| 5Y | +207.3% | +393.4% | -186.1% | +99.8% |
| 10Y | +674.0% | +240.3% | +433.7% | +388.3% |
| All | +674.0% | +231.7% | +442.3% | +388.3% |
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