+367.9%
PBF vs RNG
+340.1%
+27.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +6.5% | +4.6% | +1.9% | +6.0% |
| 30D | -20.0% | +0.4% | -20.4% | -20.1% |
| 3M | -3.3% | +11.4% | -14.8% | -4.7% |
| 6M | +76.8% | +95.7% | -18.9% | +62.7% |
| YTD | +168.9% | +162.9% | +6.1% | +136.4% |
| 1Y | +96.4% | +180.3% | -83.9% | +71.2% |
| 3Y | +77.2% | +188.3% | -111.1% | +51.6% |
| 5Y | +417.7% | -72.5% | +490.3% | +438.0% |
| 10Y | +264.7% | +236.7% | +28.1% | +113.2% |
| All | +367.9% | +340.1% | +27.8% | +156.3% |
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