+423.4%
PBF vs RUN
-83.2%
+506.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.5% |
| 7D | -4.0% | +3.2% | -7.2% | -4.3% |
| 30D | -18.0% | +19.5% | -37.5% | -19.1% |
| 3M | +0.9% | -9.6% | +10.5% | +1.2% |
| 6M | +65.7% | -37.3% | +103.0% | +69.6% |
| YTD | +161.9% | -50.7% | +212.6% | +169.4% |
| 1Y | +77.8% | -54.1% | +131.9% | +83.6% |
| 3Y | +74.9% | -3.9% | +78.8% | +52.5% |
| 5Y | +423.4% | -84.4% | +507.8% | +438.9% |
| All | +423.4% | -83.2% | +506.6% | +438.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling