+303.0%
PBF vs RGEN
+2,753.9%
-2,450.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.2% | +3.0% |
| 7D | -7.4% | +3.5% | -10.8% | -7.7% |
| 30D | -17.5% | +2.9% | -20.4% | -17.8% |
| 3M | +13.1% | +9.2% | +3.9% | +11.3% |
| 6M | +72.6% | +44.9% | +27.7% | +62.3% |
| YTD | +161.2% | +9.2% | +152.0% | +153.9% |
| 1Y | +93.3% | +25.3% | +68.0% | +84.0% |
| 3Y | +80.7% | +21.7% | +58.9% | +69.0% |
| 5Y | +396.1% | -34.5% | +430.6% | +384.0% |
| 10Y | +252.3% | +478.9% | -226.6% | +114.1% |
| All | +303.0% | +2,753.9% | -2,450.9% | +90.5% |
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