+56.0%
PBF vs RIO
+104.4%
-48.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.1% |
| 7D | +2.4% | +1.9% | +0.4% | +1.9% |
| 30D | +24.9% | +5.0% | +19.9% | +23.0% |
| 3M | +81.9% | +5.1% | +76.7% | +78.5% |
| 6M | +79.4% | +17.6% | +61.7% | +65.1% |
| YTD | +188.3% | +36.3% | +152.0% | +143.2% |
| 1Y | +177.3% | +71.2% | +106.1% | +104.2% |
| 3Y | +56.0% | +102.7% | -46.7% | +3.6% |
| All | +56.0% | +104.4% | -48.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling