+224.5%
PBF vs RUN
-31.9%
+256.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +4.3% | +1.3% | +3.0% | +4.1% |
| 30D | +22.0% | -15.3% | +37.2% | +23.9% |
| 3M | +74.5% | -40.0% | +114.5% | +83.2% |
| 6M | +67.7% | -27.0% | +94.6% | +70.4% |
| YTD | +179.2% | -51.7% | +230.9% | +193.7% |
| 1Y | +170.0% | -45.9% | +215.9% | +177.1% |
| 3Y | +66.4% | -43.8% | +110.1% | +47.2% |
| 5Y | +764.5% | -80.5% | +845.0% | +723.4% |
| 10Y | +358.5% | +45.3% | +313.3% | +185.6% |
| All | +224.5% | -31.9% | +256.4% | +109.2% |
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