+588.2%
PCAR vs PBF
+303.9%
+284.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -0.5% | +4.3% | -4.8% | -1.1% |
| 30D | -6.2% | +22.0% | -28.2% | -8.8% |
| 3M | +5.9% | +74.5% | -68.6% | -2.5% |
| 6M | +0.4% | +67.7% | -67.3% | -8.1% |
| YTD | +14.8% | +179.2% | -164.4% | -2.7% |
| 1Y | +30.1% | +170.0% | -139.9% | +9.8% |
| 3Y | +66.7% | +66.4% | +0.3% | +45.9% |
| 5Y | +166.1% | +764.5% | -598.4% | +74.0% |
| 10Y | +353.7% | +358.5% | -4.8% | +171.8% |
| All | +588.2% | +303.9% | +284.3% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling