+235.2%
PBF vs RACE
+647.6%
-412.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.5% |
| 7D | +4.3% | -2.5% | +6.8% | +5.3% |
| 30D | +22.0% | +0.8% | +21.2% | +21.5% |
| 3M | +74.5% | +17.2% | +57.3% | +61.7% |
| 6M | +67.7% | +13.6% | +54.1% | +54.4% |
| YTD | +179.2% | +12.2% | +167.0% | +156.7% |
| 1Y | +170.0% | -16.3% | +186.3% | +182.3% |
| 3Y | +66.4% | +36.4% | +29.9% | +30.1% |
| 5Y | +764.5% | +95.0% | +669.5% | +421.8% |
| 10Y | +358.5% | +813.2% | -454.7% | +51.1% |
| All | +235.2% | +647.6% | -412.5% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling