+341.8%
PBF vs RRX
+228.4%
+113.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | -0.4% |
| 7D | +5.3% | -0.3% | +5.7% | +5.5% |
| 30D | +11.7% | -6.1% | +17.9% | +15.4% |
| 3M | +91.1% | -23.1% | +114.1% | +114.1% |
| 6M | +88.4% | -19.5% | +108.0% | +93.0% |
| YTD | +194.1% | +16.1% | +178.0% | +128.3% |
| 1Y | +180.4% | +12.9% | +167.5% | +118.7% |
| 3Y | +59.3% | +7.9% | +51.4% | +16.4% |
| 5Y | +816.3% | +19.1% | +797.2% | +454.4% |
| All | +341.8% | +228.4% | +113.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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