+80.7%
PBF vs PCOR
+43.2%
+37.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.1% |
| 7D | -7.4% | +22.2% | -29.6% | -12.1% |
| 30D | -17.5% | +36.0% | -53.5% | -23.9% |
| 3M | +13.1% | +34.0% | -20.9% | +3.9% |
| 6M | +72.6% | +43.5% | +29.1% | +54.3% |
| YTD | +161.2% | +5.1% | +156.1% | +154.4% |
| 1Y | +93.3% | -3.9% | +97.3% | +95.2% |
| 3Y | +80.7% | +52.9% | +27.8% | +36.1% |
| All | +80.7% | +43.2% | +37.5% | +36.1% |
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