+111.0%
PBF vs RRC
+44.7%
+66.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.1% | -5.1% |
| 7D | -0.9% | -6.8% | +5.9% | +2.2% |
| 30D | -13.7% | +34.7% | -48.4% | -27.4% |
| 3M | +10.6% | +31.5% | -20.9% | -6.1% |
| 6M | +61.2% | +21.8% | +39.4% | +44.4% |
| YTD | +172.7% | +48.9% | +123.9% | +122.5% |
| 1Y | +111.0% | +42.1% | +68.9% | +78.0% |
| All | +111.0% | +44.7% | +66.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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