+421.5%
CARR vs PBF
+1,149.1%
-727.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.3% |
| 7D | -3.8% | +5.3% | -9.1% | -4.3% |
| 30D | -8.9% | +11.7% | -20.6% | -10.1% |
| 3M | -17.3% | +91.1% | -108.4% | -23.3% |
| 6M | -1.4% | +88.4% | -89.8% | -9.4% |
| YTD | +10.0% | +194.1% | -184.1% | -4.8% |
| 1Y | -6.4% | +180.4% | -186.8% | -19.1% |
| 3Y | +1.5% | +59.3% | -57.8% | -8.9% |
| 5Y | +9.3% | +816.3% | -807.0% | -25.7% |
| All | +421.5% | +1,149.1% | -727.6% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling