+76.2%
PBF vs PCOR
+44.3%
+31.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +19.7% | -26.3% | -11.0% |
| 7D | -0.9% | +21.8% | -22.7% | -5.9% |
| 30D | -13.7% | +39.5% | -53.2% | -21.0% |
| 3M | +10.6% | +35.2% | -24.6% | +1.3% |
| 6M | +61.2% | +21.7% | +39.4% | +50.8% |
| YTD | +172.7% | +3.9% | +168.8% | +166.2% |
| 1Y | +111.0% | +6.9% | +104.1% | +103.3% |
| All | +76.2% | +44.3% | +31.9% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling