+304.1%
PBF vs RGEN
+2,653.1%
-2,349.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | -4.0% | -3.1% | -0.8% | -3.6% |
| 30D | -18.0% | +0.1% | -18.0% | -18.0% |
| 3M | +0.9% | +4.8% | -3.8% | -0.1% |
| 6M | +65.7% | +48.9% | +16.8% | +55.3% |
| YTD | +161.9% | +5.3% | +156.5% | +155.7% |
| 1Y | +77.8% | +12.5% | +65.3% | +71.8% |
| 3Y | +74.9% | +17.0% | +57.9% | +64.4% |
| 5Y | +423.4% | -35.4% | +458.7% | +411.1% |
| 10Y | +255.2% | +434.6% | -179.4% | +118.5% |
| All | +304.1% | +2,653.1% | -2,349.0% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling