+213.9%
CAT vs PBF
+419.4%
-205.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +7.4% | +6.5% | +1.0% | +6.4% |
| 30D | -19.7% | -20.0% | +0.3% | -17.0% |
| 3M | -29.6% | -3.3% | -26.3% | -29.8% |
| 6M | -33.2% | +76.8% | -110.0% | -40.4% |
| YTD | +5.7% | +168.9% | -163.3% | -15.5% |
| 1Y | +9.3% | +96.4% | -87.0% | -7.0% |
| 3Y | +158.3% | +77.2% | +81.1% | +112.0% |
| All | +213.9% | +419.4% | -205.5% | +107.5% |
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