+252.3%
PBF vs RACE
+738.3%
-486.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | -7.4% | +3.9% | -11.3% | -8.9% |
| 30D | -17.5% | +7.4% | -24.9% | -20.0% |
| 3M | +13.1% | +1.6% | +11.5% | +11.9% |
| 6M | +72.6% | +23.3% | +49.3% | +54.8% |
| YTD | +161.2% | +14.7% | +146.5% | +136.2% |
| 1Y | +93.3% | +2.5% | +90.8% | +84.9% |
| 3Y | +80.7% | +28.0% | +52.7% | +44.1% |
| 5Y | +396.1% | +69.8% | +326.3% | +216.3% |
| 10Y | +252.3% | +734.9% | -482.6% | -7.3% |
| All | +252.3% | +738.3% | -486.0% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling