+393.4%
PBF vs PCOR
-17.9%
+411.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -5.0% | -5.2% |
| 7D | -15.3% | +20.7% | -36.0% | -18.8% |
| 30D | -21.8% | +35.7% | -57.5% | -26.8% |
| 3M | -0.2% | +31.1% | -31.3% | -6.5% |
| 6M | +63.6% | +43.1% | +20.5% | +49.4% |
| YTD | +147.5% | +4.8% | +142.7% | +139.0% |
| 1Y | +69.8% | -3.7% | +73.5% | +67.4% |
| 3Y | +65.3% | +46.5% | +18.7% | +47.9% |
| 5Y | +393.4% | -17.3% | +410.7% | +392.0% |
| All | +393.4% | -17.9% | +411.3% | +392.0% |
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