+39.4%
PBF vs CART
+38.4%
+1.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.5% | -7.2% |
| 7D | -13.8% | +3.0% | -16.7% | -14.0% |
| 30D | -19.6% | +28.6% | -48.2% | -21.5% |
| 3M | +10.3% | +29.1% | -18.8% | +7.2% |
| 6M | +63.4% | +44.7% | +18.7% | +56.0% |
| YTD | +152.6% | +29.2% | +123.4% | +144.6% |
| 1Y | +87.4% | +66.2% | +21.2% | +73.8% |
| 3Y | +63.3% | +112.8% | -49.6% | +41.7% |
| All | +39.4% | +38.4% | +1.0% | +22.6% |
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