+462.8%
PCAR vs PBF
+265.5%
+197.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.4% | +3.4% | -3.0% |
| 7D | +0.1% | -13.8% | +13.8% | +1.9% |
| 30D | -4.6% | -19.6% | +15.0% | -2.1% |
| 3M | -22.6% | +10.3% | -32.8% | -24.1% |
| 6M | -12.0% | +63.4% | -75.4% | -18.8% |
| YTD | -6.1% | +152.6% | -158.7% | -19.8% |
| 1Y | +6.3% | +87.4% | -81.0% | -5.6% |
| 3Y | +31.8% | +63.3% | -31.5% | +15.2% |
| 5Y | +104.2% | +412.5% | -308.3% | +44.3% |
| 10Y | +302.9% | +282.5% | +20.4% | +148.1% |
| All | +462.8% | +265.5% | +197.4% | +223.3% |
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