+111.0%
PBF vs RGEN
+19.5%
+91.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.6% | -6.7% |
| 7D | -0.9% | -3.5% | +2.6% | -1.7% |
| 30D | -13.7% | -6.0% | -7.7% | -14.6% |
| 3M | +10.6% | +19.0% | -8.4% | +16.4% |
| 6M | +61.2% | +50.7% | +10.4% | +78.5% |
| YTD | +172.7% | +8.8% | +164.0% | +220.9% |
| 1Y | +111.0% | +21.3% | +89.7% | +139.0% |
| All | +111.0% | +19.5% | +91.5% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling