+434.7%
PBF vs PCOR
-7.6%
+442.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +6.5% | +3.0% | +3.4% | +5.9% |
| 30D | -20.0% | +38.7% | -58.7% | -25.3% |
| 3M | -3.3% | +24.9% | -28.2% | -8.3% |
| 6M | +76.8% | +68.8% | +8.0% | +56.7% |
| YTD | +168.9% | +6.7% | +162.2% | +159.0% |
| 1Y | +96.4% | +3.0% | +93.4% | +90.6% |
| 3Y | +77.2% | +48.6% | +28.6% | +58.8% |
| 5Y | +417.7% | -12.7% | +430.4% | +382.3% |
| All | +434.7% | -7.6% | +442.2% | +399.1% |
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