+402.2%
PBF vs PCOR
-10.3%
+412.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -13.8% | +22.7% | -36.5% | -17.5% |
| 30D | -19.6% | +37.5% | -57.1% | -24.9% |
| 3M | +10.3% | +35.2% | -24.9% | +2.8% |
| 6M | +63.4% | +42.2% | +21.2% | +49.8% |
| YTD | +152.6% | +3.6% | +149.1% | +144.5% |
| 1Y | +87.4% | -4.8% | +92.1% | +84.9% |
| 3Y | +63.3% | +48.3% | +14.9% | +46.5% |
| 5Y | +412.5% | -20.1% | +432.5% | +383.2% |
| All | +402.2% | -10.3% | +412.5% | +371.3% |
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