+247.7%
PBF vs RBA
+204.3%
+43.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.3% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | -22.2% | +6.8% | -29.0% | -24.2% |
| 3M | +1.3% | +9.5% | -8.2% | -2.5% |
| 6M | +69.0% | -8.2% | +77.2% | +71.3% |
| YTD | +166.5% | -7.7% | +174.2% | +166.6% |
| 1Y | +88.1% | -6.9% | +95.0% | +87.2% |
| 3Y | +77.9% | +61.6% | +16.3% | +38.8% |
| 5Y | +413.0% | +44.7% | +368.3% | +302.0% |
| All | +247.7% | +204.3% | +43.4% | +52.9% |
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