+522.8%
PBF vs RPRX
+79.7%
+443.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | +4.3% | +2.1% | +2.2% | +3.8% |
| 30D | -21.8% | +21.9% | -43.7% | -25.5% |
| 3M | +1.7% | +16.9% | -15.2% | -2.4% |
| 6M | +69.8% | +34.5% | +35.3% | +56.7% |
| YTD | +167.7% | +80.9% | +86.8% | +125.6% |
| 1Y | +89.0% | +77.6% | +11.4% | +60.2% |
| 3Y | +78.8% | +173.5% | -94.8% | +29.4% |
| 5Y | +415.4% | +84.9% | +330.5% | +331.1% |
| All | +522.8% | +79.7% | +443.1% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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