+330.8%
PBF vs RVTY
+338.1%
-7.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +4.3% | +1.1% | +3.2% | +3.8% |
| 30D | +22.0% | +13.2% | +8.8% | +16.3% |
| 3M | +74.5% | +27.2% | +47.3% | +57.9% |
| 6M | +67.7% | +32.4% | +35.3% | +46.6% |
| YTD | +179.2% | +34.9% | +144.3% | +140.3% |
| 1Y | +170.0% | +52.4% | +117.6% | +119.4% |
| 3Y | +66.4% | +12.3% | +54.1% | +48.4% |
| 5Y | +764.5% | -30.8% | +795.3% | +815.8% |
| 10Y | +358.5% | +150.7% | +207.8% | +82.7% |
| All | +330.8% | +338.1% | -7.3% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling