+88.1%
PBF vs RACE
-4.6%
+92.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.2% | +1.0% |
| 7D | +3.8% | -4.0% | +7.8% | +2.4% |
| 30D | -22.2% | +3.5% | -25.7% | -21.1% |
| 3M | +1.3% | -0.4% | +1.7% | +1.6% |
| 6M | +69.0% | +23.2% | +45.8% | +86.1% |
| YTD | +166.5% | +11.0% | +155.5% | +202.8% |
| 1Y | +88.1% | -2.2% | +90.3% | +125.3% |
| All | +88.1% | -4.6% | +92.7% | +125.3% |
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 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