+362.2%
PBF vs RRC
+4.5%
+357.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.2% |
| 30D | +15.8% | +3.6% | +12.2% | +13.7% |
| 3M | +90.3% | +8.8% | +81.4% | +82.0% |
| 6M | +102.8% | +0.8% | +102.0% | +102.3% |
| YTD | +187.3% | +19.0% | +168.4% | +163.3% |
| 1Y | +161.8% | +22.9% | +138.9% | +135.2% |
| 3Y | +55.5% | +32.3% | +23.2% | +31.4% |
| 5Y | +801.9% | +151.6% | +650.3% | +431.1% |
| 10Y | +362.2% | +5.5% | +356.7% | +119.2% |
| All | +362.2% | +4.5% | +357.7% | +119.2% |
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