+242.9%
PBF vs CAI
-11.0%
+253.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | -0.7% |
| 7D | +1.4% | -3.1% | +4.5% | +1.0% |
| 30D | +15.8% | +2.7% | +13.2% | +16.5% |
| 3M | +90.3% | +41.7% | +48.6% | +98.7% |
| 6M | +102.8% | +26.5% | +76.3% | +111.3% |
| YTD | +187.3% | -10.9% | +198.3% | +188.3% |
| 1Y | +161.8% | -29.2% | +191.1% | +161.3% |
| All | +242.9% | -11.0% | +253.9% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling