+180.7%
PBF vs RIO
+67.4%
+113.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.1% |
| 7D | +2.3% | -3.4% | +5.7% | +1.8% |
| 30D | +11.6% | +0.6% | +11.0% | +11.6% |
| 3M | +81.7% | +2.5% | +79.2% | +82.2% |
| 6M | +96.4% | +10.8% | +85.7% | +97.9% |
| YTD | +189.5% | +30.5% | +159.0% | +172.0% |
| 1Y | +180.7% | +68.1% | +112.6% | +123.5% |
| All | +180.7% | +67.4% | +113.4% | +123.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling