+59.6%
PBF vs RL
+214.6%
-155.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +22.0% | -7.8% | +29.7% | +23.1% |
| 3M | +74.5% | -4.0% | +78.5% | +74.0% |
| 6M | +67.7% | -1.9% | +69.6% | +64.6% |
| YTD | +179.2% | -0.2% | +179.3% | +171.7% |
| 1Y | +170.0% | +10.7% | +159.3% | +152.4% |
| All | +59.6% | +214.6% | -155.0% | +4.2% |
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