+330.8%
PBF vs RBA
+416.9%
-86.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +4.3% | -2.9% | +7.2% | +5.3% |
| 30D | +22.0% | -12.3% | +34.3% | +27.1% |
| 3M | +74.5% | -20.5% | +95.0% | +86.3% |
| 6M | +67.7% | -18.5% | +86.2% | +76.3% |
| YTD | +179.2% | -18.2% | +197.4% | +192.1% |
| 1Y | +170.0% | -27.5% | +197.5% | +194.3% |
| 3Y | +66.4% | +38.1% | +28.3% | +40.3% |
| 5Y | +764.5% | +44.8% | +719.7% | +587.4% |
| 10Y | +358.5% | +187.1% | +171.4% | +153.8% |
| All | +330.8% | +416.9% | -86.1% | +86.4% |
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 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