+718.6%
PBF vs RL
+238.1%
+480.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.8% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +22.0% | -7.8% | +29.7% | +24.2% |
| 3M | +74.5% | -4.0% | +78.5% | +74.5% |
| 6M | +67.7% | -1.9% | +69.6% | +63.5% |
| YTD | +179.2% | -0.2% | +179.3% | +169.8% |
| 1Y | +170.0% | +10.7% | +159.3% | +150.4% |
| 3Y | +66.4% | +210.8% | -144.4% | +3.5% |
| All | +718.6% | +238.1% | +480.5% | +335.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling