+56.8%
PBF vs RRX
+1.6%
+55.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.2% |
| 7D | +2.3% | -3.7% | +6.1% | +3.2% |
| 30D | +11.6% | -9.3% | +20.8% | +14.1% |
| 3M | +81.7% | -21.8% | +103.5% | +90.2% |
| 6M | +96.4% | -22.0% | +118.4% | +100.5% |
| YTD | +189.5% | +11.9% | +177.5% | +149.6% |
| 1Y | +180.7% | +11.6% | +169.1% | +140.9% |
| All | +56.8% | +1.6% | +55.2% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling