+313.1%
PBF vs RIO
+295.9%
+17.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.4% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | -21.8% | -10.5% | -11.3% | -16.9% |
| 3M | +1.7% | -15.9% | +17.6% | +11.3% |
| 6M | +69.8% | -22.3% | +92.1% | +91.7% |
| YTD | +167.7% | +9.3% | +158.4% | +137.3% |
| 1Y | +89.0% | +23.0% | +65.9% | +54.7% |
| 3Y | +78.8% | +52.1% | +26.7% | +25.6% |
| 5Y | +415.4% | +88.9% | +326.6% | +206.9% |
| 10Y | +263.1% | +354.1% | -91.0% | +55.5% |
| All | +313.1% | +295.9% | +17.3% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling