+802.0%
PBF vs RSG
+89.5%
+712.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.8% |
| 7D | +2.3% | -1.8% | +4.1% | +2.6% |
| 30D | +11.6% | +2.8% | +8.8% | +11.1% |
| 3M | +81.7% | +4.3% | +77.4% | +80.1% |
| 6M | +96.4% | -0.5% | +97.0% | +96.2% |
| YTD | +189.5% | +5.2% | +184.2% | +186.6% |
| 1Y | +180.7% | -2.1% | +182.9% | +180.8% |
| 3Y | +56.6% | +56.5% | +0.1% | +40.2% |
| 5Y | +802.0% | +89.5% | +712.5% | +719.7% |
| All | +802.0% | +89.5% | +712.5% | +719.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling