+180.4%
PBF vs RRX
+15.2%
+165.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.8% |
| 7D | +5.3% | -0.3% | +5.7% | +5.3% |
| 30D | +11.7% | -6.1% | +17.9% | +11.3% |
| 3M | +91.1% | -23.1% | +114.1% | +88.1% |
| 6M | +88.4% | -19.5% | +108.0% | +90.1% |
| YTD | +194.1% | +16.1% | +178.0% | +167.6% |
| 1Y | +180.4% | +12.9% | +167.5% | +158.2% |
| All | +180.4% | +15.2% | +165.2% | +158.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling