+96.4%
PBF vs CART
+49.3%
+47.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +6.5% | +1.3% | +5.2% | +6.6% |
| 30D | -20.0% | +19.2% | -39.2% | -18.4% |
| 3M | -3.3% | +17.6% | -20.9% | -1.8% |
| 6M | +76.8% | +47.4% | +29.4% | +81.4% |
| YTD | +168.9% | +30.9% | +138.1% | +167.4% |
| 1Y | +96.4% | +46.0% | +50.4% | +91.7% |
| All | +96.4% | +49.3% | +47.1% | +91.7% |
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