+801.9%
PBF vs RPRX
+77.0%
+724.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +2.1% |
| 30D | +15.8% | +4.9% | +10.9% | +14.5% |
| 3M | +90.3% | +9.4% | +80.9% | +86.2% |
| 6M | +102.8% | +33.3% | +69.5% | +89.0% |
| YTD | +187.3% | +59.0% | +128.4% | +155.1% |
| 1Y | +161.8% | +69.2% | +92.6% | +127.8% |
| 3Y | +55.5% | +124.1% | -68.6% | +22.7% |
| 5Y | +801.9% | +77.9% | +724.1% | +709.0% |
| All | +801.9% | +77.0% | +724.9% | +709.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling