+718.6%
PBF vs PCOR
-43.0%
+761.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.4% |
| 7D | +4.3% | -9.0% | +13.3% | +6.4% |
| 30D | +22.0% | +4.2% | +17.8% | +20.7% |
| 3M | +74.5% | +14.4% | +60.1% | +68.7% |
| 6M | +67.7% | +0.2% | +67.5% | +65.1% |
| YTD | +179.2% | -20.3% | +199.4% | +187.5% |
| 1Y | +170.0% | -16.1% | +186.1% | +173.9% |
| 3Y | +66.4% | -14.7% | +81.1% | +64.8% |
| All | +718.6% | -43.0% | +761.6% | +765.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling