+259.1%
PBF vs RRC
+60.0%
+199.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | -7.4% | -10.3% | +3.0% | -2.2% |
| 30D | -17.5% | +19.5% | -36.9% | -25.2% |
| 3M | +13.1% | +27.9% | -14.8% | -1.1% |
| 6M | +72.6% | +21.2% | +51.5% | +54.7% |
| YTD | +161.2% | +39.6% | +121.6% | +118.4% |
| 1Y | +93.3% | +31.3% | +62.1% | +66.6% |
| 3Y | +80.7% | +51.9% | +28.7% | +41.5% |
| 5Y | +396.1% | +110.2% | +285.9% | +213.0% |
| All | +259.1% | +60.0% | +199.1% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling