+341.8%
PBF vs RIO
+608.6%
-266.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +5.3% | -3.2% | +8.5% | +7.7% |
| 30D | +11.7% | +0.9% | +10.8% | +10.2% |
| 3M | +91.1% | -1.4% | +92.5% | +90.5% |
| 6M | +88.4% | +10.9% | +77.5% | +64.1% |
| YTD | +194.1% | +31.2% | +162.8% | +120.7% |
| 1Y | +180.4% | +67.9% | +112.5% | +70.7% |
| 3Y | +59.3% | +88.8% | -29.5% | -15.3% |
| 5Y | +816.3% | +93.1% | +723.1% | +353.8% |
| All | +341.8% | +608.6% | -266.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling