+111.0%
PBF vs RBA
-2.0%
+113.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.7% | -6.6% |
| 7D | -0.9% | +12.7% | -13.6% | -1.0% |
| 30D | -13.7% | +15.5% | -29.3% | -13.7% |
| 3M | +10.6% | -14.0% | +24.7% | +9.6% |
| 6M | +61.2% | -8.8% | +70.0% | +59.1% |
| YTD | +172.7% | -6.9% | +179.6% | +175.4% |
| 1Y | +111.0% | -3.0% | +114.0% | +109.4% |
| All | +111.0% | -2.0% | +113.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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