+96.4%
PBF vs RGEN
+8.1%
+88.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.6% |
| 7D | +6.5% | -3.3% | +9.7% | +5.8% |
| 30D | -20.0% | -5.8% | -14.2% | -21.0% |
| 3M | -3.3% | +0.2% | -3.5% | -2.2% |
| 6M | +76.8% | +56.8% | +20.0% | +101.0% |
| YTD | +168.9% | +2.4% | +166.5% | +212.1% |
| 1Y | +96.4% | +11.4% | +84.9% | +117.4% |
| All | +96.4% | +8.1% | +88.2% | +117.4% |
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