+170.0%
PBF vs CAI
-31.3%
+201.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | +4.3% | -2.2% | +6.5% | +4.0% |
| 30D | +22.0% | +52.4% | -30.4% | +28.5% |
| 3M | +74.5% | +45.1% | +29.4% | +83.2% |
| 6M | +67.7% | +26.2% | +41.4% | +75.4% |
| YTD | +179.2% | -7.1% | +186.3% | +179.3% |
| 1Y | +170.0% | -31.0% | +201.0% | +166.5% |
| All | +170.0% | -31.3% | +201.3% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling