+204.3%
PBF vs RUN
-30.6%
+234.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.3% |
| 7D | -4.0% | +3.2% | -7.2% | -4.5% |
| 30D | -18.0% | +19.5% | -37.5% | -19.9% |
| 3M | +0.9% | -9.6% | +10.5% | +1.3% |
| 6M | +65.7% | -37.3% | +103.0% | +71.9% |
| YTD | +161.9% | -50.7% | +212.6% | +173.4% |
| 1Y | +77.8% | -54.1% | +131.9% | +86.7% |
| 3Y | +74.9% | -3.9% | +78.8% | +43.5% |
| 5Y | +423.4% | -84.4% | +507.8% | +417.5% |
| 10Y | +255.2% | +77.5% | +177.7% | +118.6% |
| All | +204.3% | -30.6% | +234.9% | +94.7% |
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