+804.0%
PBF vs RIO
+97.3%
+706.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.0% |
| 7D | +2.4% | +1.9% | +0.4% | +1.4% |
| 30D | +24.9% | +5.0% | +19.9% | +21.6% |
| 3M | +81.9% | +5.1% | +76.7% | +75.8% |
| 6M | +79.4% | +17.6% | +61.7% | +58.4% |
| YTD | +188.3% | +36.3% | +152.0% | +130.1% |
| 1Y | +177.3% | +71.2% | +106.1% | +89.9% |
| 3Y | +56.0% | +102.7% | -46.7% | -6.6% |
| 5Y | +804.0% | +99.6% | +704.4% | +474.6% |
| All | +804.0% | +97.3% | +706.7% | +474.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling