+395.3%
PBF vs RCAT
+46.9%
+348.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -2.3% |
| 7D | -13.8% | -12.7% | -1.0% | -13.4% |
| 30D | -19.6% | -34.3% | +14.7% | -18.5% |
| 3M | +10.3% | -53.4% | +63.7% | +13.1% |
| 6M | +63.4% | -62.0% | +125.4% | +67.9% |
| YTD | +152.6% | -49.1% | +201.7% | +156.9% |
| 1Y | +87.4% | -53.1% | +140.5% | +90.5% |
| 3Y | +63.3% | +318.7% | -255.4% | +57.5% |
| All | +395.3% | +46.9% | +348.4% | +446.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling