+695.3%
CAT vs PBF
+259.1%
+436.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +9.3% | +4.3% | +5.1% | +8.5% |
| 30D | -21.5% | -21.8% | +0.3% | -18.3% |
| 3M | -29.1% | +1.7% | -30.8% | -29.9% |
| 6M | -33.4% | +69.8% | -103.1% | -40.5% |
| YTD | +6.6% | +167.7% | -161.2% | -14.7% |
| 1Y | +6.5% | +89.0% | -82.4% | -9.2% |
| 3Y | +162.7% | +78.8% | +83.9% | +116.5% |
| 5Y | +214.2% | +415.4% | -201.2% | +102.8% |
| All | +695.3% | +259.1% | +436.2% | +395.6% |
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