+143.9%
CAT vs PBF
+59.0%
+84.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -10.3% | -13.8% | +3.5% | -8.7% |
| 30D | -31.2% | -19.6% | -11.6% | -29.6% |
| 3M | -34.7% | +10.3% | -44.9% | -35.8% |
| 6M | -39.5% | +63.4% | -102.9% | -44.0% |
| YTD | -1.7% | +152.6% | -154.3% | -18.7% |
| 1Y | -1.1% | +87.4% | -88.5% | -13.4% |
| 3Y | +143.9% | +63.3% | +80.6% | +103.1% |
| All | +143.9% | +59.0% | +84.8% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling