+77.2%
PBF vs RBA
+63.1%
+14.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +6.5% | +1.7% | +4.7% | +6.1% |
| 30D | -20.0% | +8.3% | -28.3% | -21.3% |
| 3M | -3.3% | +10.5% | -13.9% | -5.4% |
| 6M | +76.8% | -5.9% | +82.7% | +76.3% |
| YTD | +168.9% | -6.9% | +175.8% | +167.1% |
| 1Y | +96.4% | -4.9% | +101.2% | +93.2% |
| 3Y | +77.2% | +64.5% | +12.7% | +54.8% |
| All | +77.2% | +63.1% | +14.1% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling