+240.3%
PBF vs RL
+369.1%
-128.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.4% |
| 7D | -15.3% | +1.3% | -16.6% | -16.1% |
| 30D | -21.8% | +7.6% | -29.4% | -25.1% |
| 3M | -0.2% | -1.5% | +1.3% | -0.4% |
| 6M | +63.6% | +12.1% | +51.5% | +47.3% |
| YTD | +147.5% | +13.9% | +133.6% | +113.2% |
| 1Y | +69.8% | +20.7% | +49.2% | +40.5% |
| 3Y | +65.3% | +260.6% | -195.3% | -37.1% |
| 5Y | +393.4% | +248.9% | +144.5% | +75.2% |
| 10Y | +240.3% | +355.9% | -115.6% | +1.0% |
| All | +240.3% | +369.1% | -128.8% | +1.0% |
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