+111.0%
PBF vs CART
+61.3%
+49.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.2% | -6.5% |
| 7D | -0.9% | +1.4% | -2.3% | -0.7% |
| 30D | -13.7% | +29.7% | -43.4% | -11.2% |
| 3M | +10.6% | +29.7% | -19.1% | +13.4% |
| 6M | +61.2% | +36.8% | +24.4% | +64.8% |
| YTD | +172.7% | +31.7% | +141.1% | +175.4% |
| 1Y | +111.0% | +62.4% | +48.6% | +102.8% |
| All | +111.0% | +61.3% | +49.7% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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