+801.9%
PBF vs RUN
-80.3%
+882.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | 0.0% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +15.8% | -10.8% | +26.7% | +16.7% |
| 3M | +90.3% | -30.2% | +120.4% | +94.3% |
| 6M | +102.8% | -22.3% | +125.1% | +103.8% |
| YTD | +187.3% | -52.2% | +239.5% | +197.7% |
| 1Y | +161.8% | -45.1% | +206.9% | +166.5% |
| 3Y | +55.5% | -37.1% | +92.6% | +40.2% |
| 5Y | +801.9% | -80.3% | +882.2% | +798.1% |
| All | +801.9% | -80.3% | +882.2% | +798.1% |
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