+344.9%
PBF vs RSG
+900.0%
-555.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.9% |
| 30D | +24.9% | +3.3% | +21.6% | +22.0% |
| 3M | +81.9% | +8.5% | +73.4% | +69.9% |
| 6M | +79.4% | -3.5% | +82.9% | +82.0% |
| YTD | +188.3% | +5.5% | +182.8% | +173.8% |
| 1Y | +177.3% | -1.7% | +179.0% | +176.2% |
| 3Y | +56.0% | +56.9% | -0.9% | -0.5% |
| 5Y | +804.0% | +89.4% | +714.6% | +356.1% |
| 10Y | +334.1% | +412.5% | -78.4% | +2.2% |
| All | +344.9% | +900.0% | -555.1% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling