+44.1%
PBF vs CART
+39.2%
+4.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | -7.4% | +1.5% | -8.9% | -7.5% |
| 30D | -17.5% | +22.4% | -39.9% | -19.0% |
| 3M | +13.1% | +16.5% | -3.4% | +11.2% |
| 6M | +72.6% | +44.9% | +27.8% | +64.9% |
| YTD | +161.2% | +30.0% | +131.2% | +152.7% |
| 1Y | +93.3% | +59.1% | +34.3% | +80.7% |
| 3Y | +80.7% | +138.8% | -58.1% | +56.1% |
| All | +44.1% | +39.2% | +4.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling