+111.0%
PBF vs RVTY
+74.0%
+37.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -7.0% |
| 7D | -0.9% | -3.6% | +2.7% | -1.6% |
| 30D | -13.7% | +1.4% | -15.1% | -13.6% |
| 3M | +10.6% | +43.2% | -32.6% | +19.2% |
| 6M | +61.2% | +84.5% | -23.3% | +83.0% |
| YTD | +172.7% | +65.2% | +107.5% | +208.4% |
| 1Y | +111.0% | +74.3% | +36.7% | +141.0% |
| All | +111.0% | +74.0% | +37.0% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling