+804.0%
PBF vs RRC
+153.5%
+650.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.4% |
| 7D | +2.4% | -1.2% | +3.6% | +3.0% |
| 30D | +24.9% | +9.4% | +15.4% | +18.9% |
| 3M | +81.9% | +7.4% | +74.5% | +74.4% |
| 6M | +79.4% | +1.5% | +77.9% | +78.1% |
| YTD | +188.3% | +19.4% | +168.9% | +161.4% |
| 1Y | +177.3% | +24.2% | +153.0% | +144.9% |
| 3Y | +56.0% | +32.8% | +23.2% | +29.1% |
| 5Y | +804.0% | +152.9% | +651.1% | +384.5% |
| All | +804.0% | +153.5% | +650.5% | +384.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling