+180.7%
PBF vs CAI
-29.0%
+209.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -5.1% | +7.4% | +1.7% |
| 30D | +11.6% | +3.9% | +7.7% | +12.3% |
| 3M | +81.7% | +40.1% | +41.6% | +89.8% |
| 6M | +96.4% | +29.7% | +66.8% | +105.3% |
| YTD | +189.5% | -10.9% | +200.4% | +188.3% |
| 1Y | +180.7% | -28.0% | +208.8% | +185.4% |
| All | +180.7% | -29.0% | +209.7% | +185.4% |
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