+47.7%
PBF vs CART
+39.2%
+8.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | -21.8% | +17.8% | -39.6% | -23.0% |
| 3M | +1.7% | +20.7% | -19.0% | -0.3% |
| 6M | +69.8% | +49.7% | +20.1% | +61.5% |
| YTD | +167.7% | +30.0% | +137.7% | +159.0% |
| 1Y | +89.0% | +48.4% | +40.6% | +78.7% |
| 3Y | +78.8% | +132.0% | -53.2% | +54.7% |
| All | +47.7% | +39.2% | +8.5% | +29.8% |
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 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