+330.8%
PBF vs RCAT
-99.8%
+430.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +4.3% | -1.4% | +5.7% | +4.3% |
| 30D | +22.0% | -3.3% | +25.3% | +22.0% |
| 3M | +74.5% | -43.2% | +117.7% | +74.7% |
| 6M | +67.7% | -43.2% | +110.9% | +67.8% |
| YTD | +179.2% | +5.5% | +173.6% | +179.1% |
| 1Y | +170.0% | -1.6% | +171.6% | +169.9% |
| 3Y | +66.4% | +773.7% | -707.3% | +65.9% |
| 5Y | +764.5% | +187.6% | +576.9% | +762.1% |
| 10Y | +358.5% | -98.5% | +457.0% | +380.4% |
| All | +330.8% | -99.8% | +430.6% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling