+284.5%
PBF vs RY
+360.6%
-76.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | 0.0% |
| 7D | -13.8% | -0.9% | -12.9% | -13.1% |
| 30D | -19.6% | +5.9% | -25.5% | -25.8% |
| 3M | +10.3% | -4.3% | +14.5% | +15.1% |
| 6M | +63.4% | +12.1% | +51.3% | +36.3% |
| YTD | +152.6% | +20.3% | +132.4% | +86.2% |
| 1Y | +87.4% | +41.0% | +46.3% | +9.7% |
| 3Y | +63.3% | +157.5% | -94.3% | -63.2% |
| 5Y | +412.5% | +123.2% | +289.3% | +38.9% |
| All | +284.5% | +360.6% | -76.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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