+330.8%
PBF vs RRC
-31.0%
+361.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | +22.0% | +10.1% | +11.9% | +17.0% |
| 3M | +74.5% | +4.0% | +70.5% | +71.1% |
| 6M | +67.7% | +1.6% | +66.1% | +66.8% |
| YTD | +179.2% | +19.7% | +159.5% | +157.9% |
| 1Y | +170.0% | +21.4% | +148.6% | +147.2% |
| 3Y | +66.4% | +29.7% | +36.7% | +45.2% |
| 5Y | +764.5% | +153.9% | +610.6% | +449.2% |
| 10Y | +358.5% | +10.8% | +347.7% | +141.8% |
| All | +330.8% | -31.0% | +361.7% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling