+89.0%
PBF vs RPRX
+80.1%
+8.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +1.8% |
| 7D | +4.3% | +2.1% | +2.2% | +4.8% |
| 30D | -21.8% | +21.9% | -43.7% | -17.0% |
| 3M | +1.7% | +16.9% | -15.2% | +6.9% |
| 6M | +69.8% | +34.5% | +35.3% | +86.6% |
| YTD | +167.7% | +80.9% | +86.8% | +185.6% |
| 1Y | +89.0% | +77.6% | +11.4% | +104.0% |
| All | +89.0% | +80.1% | +8.8% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling