+66.0%
PBF vs RACE
+36.9%
+29.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +4.3% | -2.5% | +6.8% | +4.5% |
| 30D | +22.0% | +0.8% | +21.2% | +21.9% |
| 3M | +74.5% | +17.2% | +57.3% | +72.5% |
| 6M | +67.7% | +13.6% | +54.1% | +66.8% |
| YTD | +179.2% | +12.2% | +167.0% | +177.7% |
| 1Y | +170.0% | -16.3% | +186.3% | +188.3% |
| All | +66.0% | +36.9% | +29.2% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling