+432.3%
PBF vs PCOR
-8.1%
+440.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +4.3% | +2.2% | +2.1% | +3.9% |
| 30D | -21.8% | +37.4% | -59.2% | -26.9% |
| 3M | +1.7% | +33.2% | -31.5% | -4.8% |
| 6M | +69.8% | +60.6% | +9.2% | +52.1% |
| YTD | +167.7% | +6.2% | +161.6% | +158.0% |
| 1Y | +89.0% | -1.1% | +90.0% | +85.1% |
| 3Y | +78.8% | +48.4% | +30.4% | +60.3% |
| 5Y | +415.4% | -13.1% | +428.5% | +380.6% |
| All | +432.3% | -8.1% | +440.3% | +397.4% |
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