+219.5%
PBF vs CAI
-11.3%
+230.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.1% |
| 7D | +4.3% | -8.0% | +12.2% | +3.5% |
| 30D | -21.8% | -18.9% | -2.9% | -22.7% |
| 3M | +1.7% | +7.6% | -5.9% | +4.4% |
| 6M | +69.8% | +43.0% | +26.8% | +81.0% |
| YTD | +167.7% | -11.2% | +178.9% | +173.0% |
| 1Y | +89.0% | -3.3% | +92.2% | +93.9% |
| All | +219.5% | -11.3% | +230.8% | +228.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling