+362.2%
PBF vs RVTY
+134.6%
+227.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.4% | -5.4% | +6.8% | +3.1% |
| 30D | +15.8% | +6.7% | +9.1% | +13.1% |
| 3M | +90.3% | +19.0% | +71.3% | +78.3% |
| 6M | +102.8% | +34.6% | +68.2% | +78.7% |
| YTD | +187.3% | +28.3% | +159.1% | +156.0% |
| 1Y | +161.8% | +46.0% | +115.8% | +120.9% |
| 3Y | +55.5% | +16.9% | +38.6% | +38.3% |
| 5Y | +801.9% | -32.9% | +834.8% | +865.1% |
| 10Y | +362.2% | +141.6% | +220.6% | +81.2% |
| All | +362.2% | +134.6% | +227.7% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling