+87.4%
PBF vs RACE
+3.3%
+84.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -2.1% |
| 7D | -13.8% | +5.1% | -18.8% | -12.3% |
| 30D | -19.6% | +7.7% | -27.3% | -17.6% |
| 3M | +10.3% | +2.2% | +8.1% | +11.5% |
| 6M | +63.4% | +23.8% | +39.7% | +79.5% |
| YTD | +152.6% | +13.9% | +138.7% | +188.4% |
| 1Y | +87.4% | +3.8% | +83.6% | +126.5% |
| All | +87.4% | +3.3% | +84.1% | +126.5% |
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