+240.3%
PBF vs RCAT
-99.6%
+339.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.4% | +1.2% | -5.2% |
| 7D | -15.3% | -5.6% | -9.7% | -15.3% |
| 30D | -21.8% | -27.0% | +5.2% | -21.6% |
| 3M | -0.2% | -57.9% | +57.7% | +0.3% |
| 6M | +63.6% | -59.4% | +123.0% | +64.4% |
| YTD | +147.5% | -46.9% | +194.4% | +148.1% |
| 1Y | +69.8% | -54.0% | +123.9% | +70.3% |
| 3Y | +65.3% | +378.4% | -313.1% | +62.6% |
| 5Y | +393.4% | +61.9% | +331.5% | +386.8% |
| 10Y | +240.3% | -99.6% | +339.9% | +230.1% |
| All | +240.3% | -99.6% | +339.9% | +230.1% |
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