+72.5%
PBF vs RIO
+55.4%
+17.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -18.0% | -9.9% | -8.1% | -15.9% |
| 3M | +0.9% | -14.0% | +14.9% | +4.4% |
| 6M | +65.7% | -19.5% | +85.2% | +73.8% |
| YTD | +161.9% | +11.5% | +150.3% | +131.5% |
| 1Y | +77.8% | +26.9% | +50.9% | +45.1% |
| All | +72.5% | +55.4% | +17.2% | +24.5% |
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 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