+423.4%
PBF vs RPRX
+89.2%
+334.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.6% |
| 7D | -4.0% | +3.6% | -7.6% | -4.6% |
| 30D | -18.0% | +21.2% | -39.2% | -21.0% |
| 3M | +0.9% | +21.6% | -20.7% | -3.1% |
| 6M | +65.7% | +36.7% | +29.0% | +54.7% |
| YTD | +161.9% | +83.7% | +78.2% | +124.9% |
| 1Y | +77.8% | +83.2% | -5.4% | +52.8% |
| 3Y | +74.9% | +177.7% | -102.8% | +28.3% |
| 5Y | +423.4% | +95.8% | +327.6% | +363.0% |
| All | +423.4% | +89.2% | +334.1% | +363.0% |
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