+250.9%
PBF vs RL
+337.1%
-86.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.1% |
| 7D | +6.5% | +2.6% | +3.9% | +4.9% |
| 30D | -20.0% | +2.9% | -22.9% | -21.6% |
| 3M | -3.3% | 0.0% | -3.3% | -4.2% |
| 6M | +76.8% | +17.1% | +59.7% | +55.3% |
| YTD | +168.9% | +10.1% | +158.8% | +135.7% |
| 1Y | +96.4% | +17.3% | +79.0% | +64.8% |
| 3Y | +77.2% | +249.3% | -172.1% | -31.4% |
| 5Y | +417.7% | +240.9% | +176.8% | +85.6% |
| All | +250.9% | +337.1% | -86.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling