+330.8%
PBF vs RRX
+193.6%
+137.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +4.3% | +3.4% | +0.8% | +2.4% |
| 30D | +22.0% | -11.1% | +33.1% | +29.6% |
| 3M | +74.5% | -23.7% | +98.2% | +94.9% |
| 6M | +67.7% | -22.0% | +89.7% | +74.3% |
| YTD | +179.2% | +16.5% | +162.7% | +119.7% |
| 1Y | +170.0% | +11.5% | +158.5% | +115.7% |
| 3Y | +66.4% | +1.5% | +64.9% | +29.9% |
| 5Y | +764.5% | +18.3% | +746.2% | +456.2% |
| 10Y | +358.5% | +209.8% | +148.7% | +53.5% |
| All | +330.8% | +193.6% | +137.1% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling