+5.8%
CAT vs PBF
+92.2%
-86.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.4% | +3.8% | +7.2% |
| 7D | -2.4% | -7.4% | +5.0% | -2.5% |
| 30D | -25.0% | -17.5% | -7.5% | -25.2% |
| 3M | -28.7% | +13.1% | -41.8% | -28.1% |
| 6M | -33.0% | +72.6% | -105.6% | -30.6% |
| YTD | +5.4% | +161.2% | -155.8% | +3.7% |
| All | +5.8% | +92.2% | -86.4% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling