+326.0%
CAT vs PBF
+772.7%
-446.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +1.7% | +4.3% | -2.6% | +1.0% |
| 30D | -6.6% | +22.0% | -28.5% | -9.7% |
| 3M | -13.3% | +74.5% | -87.8% | -21.8% |
| 6M | +11.6% | +67.7% | -56.1% | -0.3% |
| YTD | +42.9% | +179.2% | -136.2% | +14.4% |
| 1Y | +95.4% | +170.0% | -74.6% | +55.5% |
| 3Y | +196.6% | +66.4% | +130.2% | +147.9% |
| All | +326.0% | +772.7% | -446.7% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling