+9.5%
PCAR vs PBF
+92.2%
-82.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.8% |
| 7D | +2.9% | -7.4% | +10.3% | +2.7% |
| 30D | -2.1% | -17.5% | +15.3% | -2.6% |
| 3M | -20.4% | +13.1% | -33.5% | -19.7% |
| 6M | -7.0% | +72.6% | -79.6% | -4.4% |
| YTD | -2.6% | +161.2% | -163.8% | -4.1% |
| All | +9.5% | +92.2% | -82.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling