+69.8%
PBF vs CART
+51.1%
+18.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.3% | -5.2% |
| 7D | -15.3% | +0.3% | -15.6% | -15.3% |
| 30D | -21.8% | +22.4% | -44.2% | -20.0% |
| 3M | -0.2% | +15.6% | -15.8% | +1.2% |
| 6M | +63.6% | +44.9% | +18.7% | +67.9% |
| YTD | +147.5% | +30.0% | +117.5% | +148.0% |
| 1Y | +69.8% | +56.6% | +13.2% | +54.2% |
| All | +69.8% | +51.1% | +18.7% | +54.2% |
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