+7.7%
CARR vs PBF
+785.3%
-777.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.8% |
| 6M | -2.4% | +96.4% | -98.8% | -7.8% |
| YTD | +8.4% | +189.5% | -181.0% | -1.7% |
| 1Y | -8.0% | +180.7% | -188.7% | -16.8% |
| 3Y | +0.6% | +56.6% | -56.1% | -7.9% |
| 5Y | +7.7% | +802.0% | -794.2% | -10.9% |
| All | +7.7% | +785.3% | -777.6% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling