+240.3%
PBF vs RVTY
+212.9%
+27.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.9% |
| 7D | -15.3% | -2.7% | -12.6% | -14.5% |
| 30D | -21.8% | +3.2% | -25.0% | -22.6% |
| 3M | -0.2% | +37.2% | -37.4% | -10.0% |
| 6M | +63.6% | +57.7% | +5.9% | +39.8% |
| YTD | +147.5% | +64.8% | +82.7% | +103.8% |
| 1Y | +69.8% | +72.8% | -3.0% | +37.1% |
| 3Y | +65.3% | +89.8% | -24.5% | +25.4% |
| 5Y | +393.4% | -8.4% | +401.8% | +370.9% |
| 10Y | +240.3% | +219.5% | +20.8% | +34.9% |
| All | +240.3% | +212.9% | +27.4% | +34.9% |
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