+96.4%
PBF vs CAI
-6.2%
+102.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.1% |
| 7D | +6.5% | -8.7% | +15.1% | +5.5% |
| 30D | -20.0% | -23.8% | +3.9% | -21.6% |
| 3M | -3.3% | +3.9% | -7.2% | -0.2% |
| 6M | +76.8% | +56.8% | +20.0% | +96.4% |
| YTD | +168.9% | -14.6% | +183.5% | +156.6% |
| 1Y | +96.4% | -5.2% | +101.5% | +86.1% |
| All | +96.4% | -6.2% | +102.5% | +86.1% |
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