+303.0%
PBF vs RCAT
-99.9%
+402.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +11.4% | -8.0% | +3.4% |
| 7D | -7.4% | +1.1% | -8.5% | -7.4% |
| 30D | -17.5% | -22.0% | +4.5% | -17.4% |
| 3M | +13.1% | -51.1% | +64.3% | +13.3% |
| 6M | +72.6% | -56.6% | +129.2% | +72.8% |
| YTD | +161.2% | -43.3% | +204.4% | +161.4% |
| 1Y | +93.3% | -51.5% | +144.8% | +93.5% |
| 3Y | +80.7% | +411.4% | -330.7% | +80.3% |
| 5Y | +396.1% | +74.4% | +321.7% | +395.3% |
| 10Y | +252.3% | -99.6% | +351.9% | +267.5% |
| All | +303.0% | -99.9% | +402.9% | +338.5% |
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