+111.0%
PBF vs RACE
+10.6%
+100.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -10.9% | -5.2% |
| 7D | -0.9% | +9.9% | -10.8% | +2.3% |
| 30D | -13.7% | +12.8% | -26.5% | -10.1% |
| 3M | +10.6% | +7.4% | +3.3% | +13.8% |
| 6M | +61.2% | +27.6% | +33.6% | +79.5% |
| YTD | +172.7% | +18.4% | +154.4% | +215.2% |
| 1Y | +111.0% | +9.5% | +101.5% | +155.4% |
| All | +111.0% | +10.6% | +100.5% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling