+334.9%
PBF vs RUN
+43.4%
+291.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.0% |
| 7D | +2.3% | -3.4% | +5.7% | +2.7% |
| 30D | +11.6% | -14.0% | +25.5% | +13.4% |
| 3M | +81.7% | -27.5% | +109.2% | +87.3% |
| 6M | +96.4% | -29.0% | +125.4% | +100.5% |
| YTD | +189.5% | -53.1% | +242.6% | +206.8% |
| 1Y | +180.7% | -46.7% | +227.5% | +189.5% |
| 3Y | +56.6% | -38.3% | +94.9% | +34.0% |
| 5Y | +802.0% | -80.7% | +882.7% | +756.4% |
| All | +334.9% | +43.4% | +291.5% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling