+359.1%
PCAR vs PBF
+354.3%
+4.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -2.2% |
| 7D | 0.0% | +2.4% | -2.3% | -0.3% |
| 30D | -7.7% | +24.9% | -32.6% | -10.4% |
| 3M | +3.7% | +81.9% | -78.2% | -4.5% |
| 6M | +2.3% | +79.4% | -77.1% | -6.7% |
| YTD | +12.8% | +188.3% | -175.5% | -3.9% |
| 1Y | +27.8% | +177.3% | -149.5% | +8.4% |
| 3Y | +61.8% | +56.0% | +5.8% | +43.8% |
| 5Y | +168.2% | +804.0% | -635.8% | +78.8% |
| 10Y | +359.1% | +334.1% | +25.0% | +195.7% |
| All | +359.1% | +354.3% | +4.8% | +195.7% |
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