+401.6%
PBF vs RNG
+309.1%
+92.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.6% | +3.7% |
| 7D | +2.4% | -0.8% | +3.2% | +2.4% |
| 30D | +24.9% | +11.4% | +13.5% | +23.4% |
| 3M | +81.9% | +72.1% | +9.8% | +70.3% |
| 6M | +79.4% | +67.9% | +11.4% | +67.6% |
| YTD | +188.3% | +144.3% | +44.0% | +156.0% |
| 1Y | +177.3% | +117.5% | +59.7% | +148.9% |
| 3Y | +56.0% | +123.9% | -67.9% | +36.9% |
| 5Y | +804.0% | -70.1% | +874.1% | +828.4% |
| 10Y | +334.1% | +215.9% | +118.2% | +155.5% |
| All | +401.6% | +309.1% | +92.5% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling