+293.0%
PCAR vs PBF
+299.9%
-6.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.3% |
| 7D | +2.9% | -7.4% | +10.3% | +3.8% |
| 30D | -2.1% | -17.5% | +15.3% | -0.1% |
| 3M | -20.4% | +13.1% | -33.5% | -22.1% |
| 6M | -7.0% | +72.6% | -79.6% | -14.3% |
| YTD | -2.6% | +161.2% | -163.8% | -16.4% |
| 1Y | +9.8% | +93.3% | -83.6% | -2.2% |
| 3Y | +37.3% | +80.7% | -43.4% | +19.3% |
| 5Y | +116.4% | +396.1% | -279.7% | +57.1% |
| 10Y | +293.0% | +252.3% | +40.7% | +165.6% |
| All | +293.0% | +299.9% | -6.9% | +165.6% |
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