+66.0%
PBF vs PCOR
-14.4%
+80.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.2% |
| 7D | +4.3% | -9.0% | +13.3% | +6.8% |
| 30D | +22.0% | +4.2% | +17.8% | +20.4% |
| 3M | +74.5% | +14.4% | +60.1% | +67.5% |
| 6M | +67.7% | +0.2% | +67.5% | +64.6% |
| YTD | +179.2% | -20.3% | +199.4% | +191.8% |
| 1Y | +170.0% | -16.1% | +186.1% | +175.9% |
| All | +66.0% | -14.4% | +80.4% | +60.1% |
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 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