+1,126.0%
CAT vs PBF
+354.3%
+771.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | +0.5% |
| 7D | +5.6% | +2.4% | +3.2% | +5.1% |
| 30D | -2.3% | +24.9% | -27.2% | -6.3% |
| 3M | -10.0% | +81.9% | -91.9% | -20.0% |
| 6M | +21.2% | +79.4% | -58.1% | +6.3% |
| YTD | +44.4% | +188.3% | -143.9% | +14.9% |
| 1Y | +96.3% | +177.3% | -81.0% | +55.5% |
| 3Y | +203.9% | +56.0% | +147.9% | +158.2% |
| 5Y | +333.5% | +804.0% | -470.5% | +152.1% |
| 10Y | +1,126.0% | +334.1% | +791.9% | +616.7% |
| All | +1,126.0% | +354.3% | +771.8% | +616.7% |
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