+180.7%
PBF vs RNG
+120.2%
+60.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +2.3% | -9.6% | +11.9% | +2.8% |
| 30D | +11.6% | +8.8% | +2.7% | +11.2% |
| 3M | +81.7% | +78.6% | +3.1% | +75.0% |
| 6M | +96.4% | +70.3% | +26.2% | +90.6% |
| YTD | +189.5% | +140.3% | +49.1% | +178.0% |
| 1Y | +180.7% | +126.6% | +54.1% | +173.0% |
| All | +180.7% | +120.2% | +60.5% | +173.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling