+180.7%
PBF vs RUN
-46.7%
+227.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.8% |
| 7D | +2.3% | -3.4% | +5.7% | +2.4% |
| 30D | +11.6% | -14.0% | +25.5% | +11.7% |
| 3M | +81.7% | -27.5% | +109.2% | +82.2% |
| 6M | +96.4% | -29.0% | +125.4% | +95.5% |
| YTD | +189.5% | -53.1% | +242.6% | +192.7% |
| 1Y | +180.7% | -46.7% | +227.5% | +189.3% |
| All | +180.7% | -46.7% | +227.5% | +189.3% |
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