+56.0%
PBF vs RPRX
+126.7%
-70.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.5% | +3.5% |
| 7D | +2.4% | -2.8% | +5.1% | +2.5% |
| 30D | +24.9% | +7.2% | +17.7% | +24.2% |
| 3M | +81.9% | +10.9% | +71.0% | +80.5% |
| 6M | +79.4% | +34.6% | +44.8% | +75.5% |
| YTD | +188.3% | +59.0% | +129.3% | +176.0% |
| 1Y | +177.3% | +72.5% | +104.7% | +162.2% |
| 3Y | +56.0% | +124.1% | -68.1% | +38.4% |
| All | +56.0% | +126.7% | -70.7% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling