+413.0%
PBF vs RY
+125.1%
+287.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +3.8% | -0.5% | +4.3% | +4.2% |
| 30D | -22.2% | +4.7% | -26.9% | -24.5% |
| 3M | +1.3% | -4.5% | +5.7% | +4.0% |
| 6M | +69.0% | +12.5% | +56.5% | +54.4% |
| YTD | +166.5% | +21.1% | +145.3% | +128.4% |
| 1Y | +88.1% | +38.6% | +49.4% | +44.2% |
| 3Y | +77.9% | +160.2% | -82.2% | -22.4% |
| 5Y | +413.0% | +124.7% | +288.3% | +154.1% |
| All | +413.0% | +125.1% | +287.9% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling