+341.8%
PBF vs RNG
+222.9%
+118.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +5.3% | -6.1% | +11.4% | +5.9% |
| 30D | +11.7% | +9.6% | +2.1% | +10.8% |
| 3M | +91.1% | +83.3% | +7.7% | +79.5% |
| 6M | +88.4% | +77.9% | +10.5% | +77.0% |
| YTD | +194.1% | +139.9% | +54.1% | +166.3% |
| 1Y | +180.4% | +121.7% | +58.8% | +155.4% |
| 3Y | +59.3% | +121.9% | -62.6% | +42.7% |
| 5Y | +816.3% | -68.4% | +884.6% | +807.1% |
| All | +341.8% | +222.9% | +118.9% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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