+63.3%
PBF vs RL
+240.1%
-176.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -13.8% | -4.2% | -9.6% | -13.3% |
| 30D | -19.6% | +4.3% | -23.9% | -20.0% |
| 3M | +10.3% | -4.6% | +14.9% | +10.8% |
| 6M | +63.4% | +1.7% | +61.7% | +62.0% |
| YTD | +152.6% | +7.3% | +145.3% | +143.7% |
| 1Y | +87.4% | +20.8% | +66.6% | +72.9% |
| 3Y | +63.3% | +247.0% | -183.7% | -2.2% |
| All | +63.3% | +240.1% | -176.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling