+252.3%
PBF vs RL
+397.7%
-145.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +0.3% |
| 7D | -7.4% | +0.2% | -7.6% | -7.7% |
| 30D | -17.5% | +7.3% | -24.8% | -20.9% |
| 3M | +13.1% | +1.0% | +12.1% | +11.5% |
| 6M | +72.6% | +11.8% | +60.9% | +55.7% |
| YTD | +161.2% | +13.6% | +147.6% | +125.4% |
| 1Y | +93.3% | +24.0% | +69.3% | +57.5% |
| 3Y | +80.7% | +256.6% | -175.9% | -30.6% |
| 5Y | +396.1% | +240.2% | +155.9% | +80.1% |
| 10Y | +252.3% | +373.0% | -120.7% | -0.7% |
| All | +252.3% | +397.7% | -145.4% | -0.7% |
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