+436.5%
CARR vs PBF
+1,124.7%
-688.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.3% |
| 7D | +3.2% | +2.4% | +0.9% | +3.0% |
| 30D | -7.7% | +24.9% | -32.5% | -9.9% |
| 3M | -11.9% | +81.9% | -93.8% | -18.0% |
| 6M | +2.0% | +79.4% | -77.3% | -5.8% |
| YTD | +13.2% | +188.3% | -175.2% | -1.9% |
| 1Y | -8.5% | +177.3% | -185.8% | -21.0% |
| 3Y | +5.0% | +56.0% | -51.0% | -5.6% |
| 5Y | +12.0% | +804.0% | -792.0% | -23.8% |
| All | +436.5% | +1,124.7% | -688.2% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling