+177.3%
PBF vs RL
+11.4%
+165.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +2.8% |
| 7D | +2.4% | +1.9% | +0.5% | +3.1% |
| 30D | +24.9% | -12.2% | +37.1% | +18.9% |
| 3M | +81.9% | -6.6% | +88.5% | +77.8% |
| 6M | +79.4% | +3.2% | +76.2% | +80.5% |
| YTD | +188.3% | -1.3% | +189.6% | +192.1% |
| 1Y | +177.3% | +13.6% | +163.7% | +179.3% |
| All | +177.3% | +11.4% | +165.8% | +179.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling