+790.5%
CAT vs PBF
+265.5%
+525.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -10.3% | -13.8% | +3.5% | -8.0% |
| 30D | -31.2% | -19.6% | -11.6% | -28.9% |
| 3M | -34.7% | +10.3% | -44.9% | -36.3% |
| 6M | -39.5% | +63.4% | -102.9% | -45.6% |
| YTD | -1.7% | +152.6% | -154.3% | -20.3% |
| 1Y | -1.1% | +87.4% | -88.5% | -15.6% |
| 3Y | +143.9% | +63.3% | +80.6% | +104.6% |
| 5Y | +194.8% | +412.5% | -217.7% | +91.2% |
| 10Y | +739.8% | +282.5% | +457.3% | +382.3% |
| All | +790.5% | +265.5% | +525.1% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling