+455.0%
PBF vs PCOR
-30.9%
+485.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.4% |
| 7D | +4.3% | -9.0% | +13.3% | +6.3% |
| 30D | +22.0% | +4.2% | +17.8% | +20.8% |
| 3M | +74.5% | +14.4% | +60.1% | +68.9% |
| 6M | +67.7% | +0.2% | +67.5% | +65.2% |
| YTD | +179.2% | -20.3% | +199.4% | +187.1% |
| 1Y | +170.0% | -16.1% | +186.1% | +173.8% |
| 3Y | +66.4% | -14.7% | +81.1% | +64.9% |
| 5Y | +764.5% | -43.2% | +807.7% | +766.1% |
| All | +455.0% | -30.9% | +485.9% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling