+341.8%
PBF vs RSG
+428.9%
-87.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +11.7% | +4.0% | +7.8% | +8.6% |
| 3M | +91.1% | +7.4% | +83.7% | +79.6% |
| 6M | +88.4% | +0.1% | +88.3% | +86.1% |
| YTD | +194.1% | +6.0% | +188.0% | +177.6% |
| 1Y | +180.4% | -3.0% | +183.4% | +182.2% |
| 3Y | +59.3% | +56.5% | +2.8% | -1.4% |
| 5Y | +816.3% | +90.9% | +725.3% | +329.0% |
| All | +341.8% | +428.9% | -87.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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