+63.3%
PBF vs RCAT
+339.1%
-275.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -2.4% |
| 7D | -13.8% | -12.7% | -1.0% | -13.4% |
| 30D | -19.6% | -34.3% | +14.7% | -18.4% |
| 3M | +10.3% | -53.4% | +63.7% | +13.3% |
| 6M | +63.4% | -62.0% | +125.4% | +68.2% |
| YTD | +152.6% | -49.1% | +201.7% | +157.5% |
| 1Y | +87.4% | -53.1% | +140.5% | +90.9% |
| 3Y | +63.3% | +318.7% | -255.4% | +84.2% |
| All | +63.3% | +339.1% | -275.9% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling