+334.1%
PBF vs RBA
+182.6%
+151.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +4.0% |
| 7D | +2.4% | -1.1% | +3.4% | +2.7% |
| 30D | +24.9% | -13.2% | +38.1% | +31.1% |
| 3M | +81.9% | -21.4% | +103.2% | +95.8% |
| 6M | +79.4% | -20.9% | +100.2% | +91.2% |
| YTD | +188.3% | -19.9% | +208.2% | +204.5% |
| 1Y | +177.3% | -28.7% | +205.9% | +206.1% |
| 3Y | +56.0% | +27.4% | +28.6% | +32.6% |
| 5Y | +804.0% | +41.7% | +762.3% | +597.5% |
| 10Y | +334.1% | +189.6% | +144.5% | +90.1% |
| All | +334.1% | +182.6% | +151.5% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling