+415.4%
PBF vs RACE
+62.4%
+353.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.4% |
| 7D | +4.3% | -4.0% | +8.3% | +4.6% |
| 30D | -21.8% | +3.5% | -25.3% | -22.0% |
| 3M | +1.7% | -0.4% | +2.2% | +1.7% |
| 6M | +69.8% | +23.2% | +46.6% | +66.1% |
| YTD | +167.7% | +11.0% | +156.7% | +164.5% |
| 1Y | +89.0% | -2.2% | +91.2% | +91.4% |
| 3Y | +78.8% | +22.5% | +56.2% | +76.4% |
| 5Y | +415.4% | +63.2% | +352.3% | +389.3% |
| All | +415.4% | +62.4% | +353.0% | +389.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling