+718.6%
PBF vs RCAT
+183.7%
+534.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +4.3% | -1.4% | +5.7% | +4.4% |
| 30D | +22.0% | -3.3% | +25.3% | +22.1% |
| 3M | +74.5% | -43.2% | +117.7% | +78.2% |
| 6M | +67.7% | -43.2% | +110.9% | +70.1% |
| YTD | +179.2% | +5.5% | +173.6% | +175.6% |
| 1Y | +170.0% | -1.6% | +171.6% | +165.7% |
| 3Y | +66.4% | +773.7% | -707.3% | +44.2% |
| All | +718.6% | +183.7% | +534.9% | +671.1% |
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 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