+214.4%
PBF vs RACE
+658.2%
-443.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -4.0% | -3.9% | -0.1% | -2.4% |
| 30D | -18.0% | +6.8% | -24.8% | -20.2% |
| 3M | +0.9% | +1.3% | -0.4% | 0.0% |
| 6M | +65.7% | +26.3% | +39.4% | +47.9% |
| YTD | +161.9% | +13.8% | +148.1% | +138.7% |
| 1Y | +77.8% | -0.5% | +78.2% | +72.7% |
| 3Y | +74.9% | +25.6% | +49.2% | +43.5% |
| 5Y | +423.4% | +67.6% | +355.8% | +250.2% |
| 10Y | +255.2% | +724.7% | -469.5% | +20.6% |
| All | +214.4% | +658.2% | -443.8% | -3.4% |
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 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