+289.8%
PBF vs RRC
-19.7%
+309.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.3% |
| 7D | -13.8% | -10.8% | -2.9% | -9.3% |
| 30D | -19.6% | +22.3% | -41.9% | -27.0% |
| 3M | +10.3% | +26.6% | -16.4% | -1.6% |
| 6M | +63.4% | +18.9% | +44.5% | +49.7% |
| YTD | +152.6% | +39.2% | +113.4% | +116.2% |
| 1Y | +87.4% | +34.0% | +53.4% | +63.0% |
| 3Y | +63.3% | +42.0% | +21.2% | +36.0% |
| 5Y | +412.5% | +111.9% | +300.6% | +245.5% |
| 10Y | +282.5% | +62.8% | +219.7% | +79.0% |
| All | +289.8% | -19.7% | +309.5% | +111.4% |
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