+802.0%
PBF vs RNG
-70.1%
+872.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +2.3% | -9.6% | +11.9% | +3.3% |
| 30D | +11.6% | +8.8% | +2.7% | +10.6% |
| 3M | +81.7% | +78.6% | +3.1% | +70.0% |
| 6M | +96.4% | +70.3% | +26.2% | +83.9% |
| YTD | +189.5% | +140.3% | +49.1% | +158.9% |
| 1Y | +180.7% | +126.6% | +54.1% | +152.1% |
| 3Y | +56.6% | +120.2% | -63.6% | +38.3% |
| 5Y | +802.0% | -68.3% | +870.3% | +825.8% |
| All | +802.0% | -70.1% | +872.1% | +825.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling