+795.3%
PBF vs RRX
+17.0%
+778.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +15.8% | -8.0% | +23.8% | +18.6% |
| 3M | +90.3% | -25.1% | +115.3% | +103.8% |
| 6M | +102.8% | -18.3% | +121.1% | +104.9% |
| YTD | +187.3% | +14.2% | +173.2% | +146.9% |
| 1Y | +161.8% | +13.0% | +148.8% | +124.6% |
| 3Y | +55.5% | +4.2% | +51.3% | +33.4% |
| All | +795.3% | +17.0% | +778.3% | +579.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling