+362.2%
PBF vs RGEN
+402.3%
-40.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.1% |
| 7D | +1.4% | -4.6% | +5.9% | +1.9% |
| 30D | +15.8% | +1.2% | +14.7% | +15.5% |
| 3M | +90.3% | +26.8% | +63.4% | +83.5% |
| 6M | +102.8% | +29.1% | +73.8% | +93.6% |
| YTD | +187.3% | +0.7% | +186.6% | +184.0% |
| 1Y | +161.8% | +39.1% | +122.8% | +146.3% |
| 3Y | +55.5% | +2.2% | +53.2% | +48.9% |
| 5Y | +801.9% | -44.0% | +845.9% | +798.8% |
| 10Y | +362.2% | +412.7% | -50.5% | +128.8% |
| All | +362.2% | +402.3% | -40.0% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling