+111.0%
PBF vs CAI
+12.6%
+98.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -6.5% |
| 7D | -0.9% | -6.3% | +5.4% | -1.9% |
| 30D | -13.7% | +9.3% | -23.0% | -12.2% |
| 3M | +10.6% | +106.3% | -95.7% | +25.0% |
| 6M | +61.2% | +77.7% | -16.6% | +78.5% |
| YTD | +172.7% | +23.1% | +149.6% | +174.7% |
| 1Y | +111.0% | +6.5% | +104.5% | +107.0% |
| All | +111.0% | +12.6% | +98.4% | +107.0% |
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