+330.8%
PBF vs RGEN
+2,573.0%
-2,242.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +4.3% | -4.9% | +9.2% | +4.9% |
| 30D | +22.0% | +5.7% | +16.3% | +20.9% |
| 3M | +74.5% | +32.4% | +42.1% | +66.8% |
| 6M | +67.7% | +33.2% | +34.5% | +58.6% |
| YTD | +179.2% | +2.3% | +176.9% | +174.5% |
| 1Y | +170.0% | +39.0% | +131.0% | +153.0% |
| 3Y | +66.4% | -4.6% | +71.0% | +60.2% |
| 5Y | +764.5% | -42.7% | +807.2% | +760.4% |
| 10Y | +358.5% | +433.6% | -75.1% | +182.4% |
| All | +330.8% | +2,573.0% | -2,242.3% | +106.0% |
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 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