+56.0%
PBF vs RGEN
-0.1%
+56.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.5% |
| 30D | +24.9% | +2.8% | +22.0% | +24.2% |
| 3M | +81.9% | +34.5% | +47.4% | +72.7% |
| 6M | +79.4% | +40.5% | +38.9% | +66.5% |
| YTD | +188.3% | +2.8% | +185.5% | +187.6% |
| 1Y | +177.3% | +39.6% | +137.6% | +156.5% |
| 3Y | +56.0% | +4.4% | +51.6% | +41.0% |
| All | +56.0% | -0.1% | +56.1% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling