+211.2%
PBF vs RUN
-34.8%
+245.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.1% | +8.3% | +2.9% |
| 7D | +4.3% | -13.7% | +18.0% | +5.9% |
| 30D | -21.8% | +9.4% | -31.2% | -22.9% |
| 3M | +1.7% | -13.4% | +15.1% | +2.6% |
| 6M | +69.8% | -39.6% | +109.4% | +76.7% |
| YTD | +167.7% | -53.7% | +221.4% | +181.4% |
| 1Y | +89.0% | -56.2% | +145.1% | +99.3% |
| 3Y | +78.8% | -9.7% | +88.5% | +47.6% |
| 5Y | +415.4% | -85.5% | +500.9% | +413.7% |
| 10Y | +263.1% | +66.7% | +196.4% | +124.9% |
| All | +211.2% | -34.8% | +245.9% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling