+72.5%
PBF vs RUN
-2.6%
+75.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.6% |
| 7D | -4.0% | +3.2% | -7.2% | -4.2% |
| 30D | -18.0% | +19.5% | -37.5% | -18.8% |
| 3M | +0.9% | -9.6% | +10.5% | +1.2% |
| 6M | +65.7% | -37.3% | +103.0% | +68.6% |
| YTD | +161.9% | -50.7% | +212.6% | +167.7% |
| 1Y | +77.8% | -54.1% | +131.9% | +82.3% |
| All | +72.5% | -2.6% | +75.1% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling