+180.4%
PBF vs RSG
-1.5%
+181.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +11.7% | +4.0% | +7.8% | +11.4% |
| 3M | +91.1% | +7.4% | +83.7% | +87.3% |
| 6M | +88.4% | +0.1% | +88.3% | +88.3% |
| YTD | +194.1% | +6.0% | +188.0% | +191.0% |
| 1Y | +180.4% | -3.0% | +183.4% | +167.4% |
| All | +180.4% | -1.5% | +181.9% | +167.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling