+87.4%
PBF vs PCOR
-2.3%
+89.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.4% |
| 7D | -13.8% | +22.7% | -36.5% | -13.9% |
| 30D | -19.6% | +37.5% | -57.1% | -20.3% |
| 3M | +10.3% | +35.2% | -24.9% | +9.2% |
| 6M | +63.4% | +42.2% | +21.2% | +59.5% |
| YTD | +152.6% | +3.6% | +149.1% | +138.8% |
| 1Y | +87.4% | -4.8% | +92.1% | +88.2% |
| All | +87.4% | -2.3% | +89.6% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling