+172.3%
PCAR vs PBF
+772.7%
-600.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -0.5% | +4.3% | -4.8% | -0.9% |
| 30D | -6.2% | +22.0% | -28.2% | -8.1% |
| 3M | +5.9% | +74.5% | -68.6% | -0.2% |
| 6M | +0.4% | +67.7% | -67.3% | -5.8% |
| YTD | +14.8% | +179.2% | -164.4% | +1.0% |
| 1Y | +30.1% | +170.0% | -139.9% | +13.9% |
| 3Y | +66.7% | +66.4% | +0.3% | +48.3% |
| All | +172.3% | +772.7% | -600.4% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling