+0.1%
CARR vs PBF
+56.6%
-56.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -4.1% | +2.3% | -6.5% | -4.3% |
| 30D | -11.0% | +11.6% | -22.5% | -11.6% |
| 3M | -16.4% | +81.7% | -98.1% | -19.7% |
| 6M | -2.4% | +96.4% | -98.8% | -8.0% |
| YTD | +8.4% | +189.5% | -181.0% | -3.4% |
| 1Y | -8.0% | +180.7% | -188.7% | -18.5% |
| All | +0.1% | +56.6% | -56.5% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling