+241.7%
PBF vs RVTY
+219.4%
+22.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.0% |
| 7D | -4.0% | -0.7% | -3.2% | -3.7% |
| 30D | -18.0% | +1.7% | -19.7% | -18.5% |
| 3M | +0.9% | +36.8% | -35.9% | -9.0% |
| 6M | +65.7% | +60.1% | +5.6% | +40.9% |
| YTD | +161.9% | +64.0% | +97.9% | +115.9% |
| 1Y | +77.8% | +68.2% | +9.6% | +44.9% |
| 3Y | +74.9% | +88.8% | -13.9% | +32.8% |
| 5Y | +423.4% | -10.5% | +433.9% | +405.7% |
| All | +241.7% | +219.4% | +22.3% | +30.6% |
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