+362.2%
PBF vs RCAT
-98.5%
+460.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.3% |
| 7D | +1.4% | -2.3% | +3.6% | +1.4% |
| 30D | +15.8% | -18.7% | +34.5% | +16.0% |
| 3M | +90.3% | -29.3% | +119.5% | +90.6% |
| 6M | +102.8% | -42.3% | +145.1% | +103.2% |
| YTD | +187.3% | +2.5% | +184.8% | +186.8% |
| 1Y | +161.8% | -5.7% | +167.5% | +161.2% |
| 3Y | +55.5% | +764.9% | -709.4% | +52.5% |
| 5Y | +801.9% | +182.3% | +619.6% | +786.7% |
| 10Y | +362.2% | -98.5% | +460.7% | +394.6% |
| All | +362.2% | -98.5% | +460.7% | +394.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling