+289.8%
PBF vs RBA
+478.7%
-188.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -13.8% | +4.3% | -18.0% | -15.1% |
| 30D | -19.6% | +16.3% | -35.9% | -23.8% |
| 3M | +10.3% | +1.3% | +8.9% | +9.1% |
| 6M | +63.4% | -11.1% | +74.5% | +67.6% |
| YTD | +152.6% | -8.5% | +161.1% | +153.7% |
| 1Y | +87.4% | -2.1% | +89.5% | +83.1% |
| 3Y | +63.3% | +44.6% | +18.7% | +35.8% |
| 5Y | +412.5% | +36.8% | +375.6% | +321.1% |
| 10Y | +282.5% | +227.3% | +55.2% | +102.5% |
| All | +289.8% | +478.7% | -188.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling