+419.2%
PBF vs PCOR
-9.0%
+428.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.1% |
| 7D | -7.4% | +22.2% | -29.6% | -11.2% |
| 30D | -17.5% | +36.0% | -53.5% | -22.7% |
| 3M | +13.1% | +34.0% | -20.9% | +5.7% |
| 6M | +72.6% | +43.5% | +29.1% | +58.0% |
| YTD | +161.2% | +5.1% | +156.1% | +152.2% |
| 1Y | +93.3% | -3.9% | +97.3% | +90.6% |
| 3Y | +80.7% | +52.9% | +27.8% | +61.3% |
| 5Y | +396.1% | -18.7% | +414.8% | +366.4% |
| All | +419.2% | -9.0% | +428.2% | +386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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