+63.3%
PBF vs RY
+155.6%
-92.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -6.0% |
| 7D | -13.8% | -0.9% | -12.9% | -13.4% |
| 30D | -19.6% | +5.9% | -25.5% | -21.1% |
| 3M | +10.3% | -4.3% | +14.5% | +12.0% |
| 6M | +63.4% | +12.1% | +51.3% | +55.1% |
| YTD | +152.6% | +20.3% | +132.4% | +130.7% |
| 1Y | +87.4% | +41.0% | +46.3% | +53.7% |
| 3Y | +63.3% | +157.5% | -94.3% | -13.1% |
| All | +63.3% | +155.6% | -92.3% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling