+88.1%
PBF vs RIO
+23.2%
+64.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.3% |
| 7D | +3.8% | +0.1% | +3.6% | +3.9% |
| 30D | -22.2% | -10.5% | -11.7% | -23.9% |
| 3M | +1.3% | -15.9% | +17.2% | -2.3% |
| 6M | +69.0% | -22.3% | +91.3% | +59.8% |
| YTD | +166.5% | +9.3% | +157.2% | +164.5% |
| 1Y | +88.1% | +23.0% | +65.0% | +85.0% |
| All | +88.1% | +23.2% | +64.9% | +85.0% |
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