+111.0%
PBF vs RUN
-53.7%
+164.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -7.9% | -6.7% |
| 7D | -0.9% | +18.5% | -19.4% | -0.9% |
| 30D | -13.7% | +15.5% | -29.2% | -13.7% |
| 3M | +10.6% | -20.3% | +30.9% | +10.9% |
| 6M | +61.2% | -30.8% | +92.0% | +61.4% |
| YTD | +172.7% | -52.2% | +225.0% | +173.5% |
| 1Y | +111.0% | -53.9% | +164.9% | +111.6% |
| All | +111.0% | -53.7% | +164.8% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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