+295.0%
PCAR vs PBF
+261.5%
+33.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.7% |
| 7D | +2.2% | -4.0% | +6.2% | +2.7% |
| 30D | +0.3% | -18.0% | +18.3% | +2.5% |
| 3M | -17.9% | +0.9% | -18.8% | -18.6% |
| 6M | -3.4% | +65.7% | -69.1% | -10.6% |
| YTD | -0.1% | +161.9% | -162.0% | -14.3% |
| 1Y | +13.4% | +77.8% | -64.4% | +2.2% |
| 3Y | +37.2% | +74.9% | -37.7% | +19.7% |
| 5Y | +117.3% | +423.4% | -306.0% | +56.5% |
| 10Y | +295.0% | +255.2% | +39.8% | +164.1% |
| All | +295.0% | +261.5% | +33.5% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling