+183.3%
CAT vs PBF
+407.6%
-224.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -10.3% | -13.8% | +3.5% | -8.2% |
| 30D | -31.2% | -19.6% | -11.6% | -29.1% |
| 3M | -34.7% | +10.3% | -44.9% | -36.2% |
| 6M | -39.5% | +63.4% | -102.9% | -45.3% |
| YTD | -1.7% | +152.6% | -154.3% | -20.5% |
| 1Y | -1.1% | +87.4% | -88.5% | -15.4% |
| 3Y | +143.9% | +63.3% | +80.6% | +102.9% |
| All | +183.3% | +407.6% | -224.4% | +88.9% |
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