+396.1%
PBF vs RVTY
-6.1%
+402.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.9% |
| 7D | -7.4% | +6.0% | -13.4% | -8.0% |
| 30D | -17.5% | +4.3% | -21.8% | -18.0% |
| 3M | +13.1% | +40.2% | -27.1% | +8.1% |
| 6M | +72.6% | +59.3% | +13.3% | +61.3% |
| YTD | +161.2% | +66.5% | +94.7% | +140.6% |
| 1Y | +93.3% | +77.5% | +15.9% | +75.6% |
| 3Y | +80.7% | +92.5% | -11.8% | +64.8% |
| 5Y | +396.1% | -6.8% | +402.9% | +353.5% |
| All | +396.1% | -6.1% | +402.2% | +353.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling