+804.0%
PBF vs RVTY
-32.1%
+836.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +3.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +24.9% | +10.8% | +14.0% | +23.1% |
| 3M | +81.9% | +26.8% | +55.1% | +75.3% |
| 6M | +79.4% | +39.3% | +40.0% | +69.0% |
| YTD | +188.3% | +31.6% | +156.7% | +174.0% |
| 1Y | +177.3% | +47.7% | +129.6% | +156.6% |
| 3Y | +56.0% | +19.9% | +36.1% | +48.8% |
| 5Y | +804.0% | -32.3% | +836.4% | +707.1% |
| All | +804.0% | -32.1% | +836.1% | +707.1% |
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