+330.8%
PBF vs RY
+478.1%
-147.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.5% |
| 7D | +4.3% | +3.1% | +1.2% | +0.5% |
| 30D | +22.0% | -0.3% | +22.3% | +22.2% |
| 3M | +74.5% | +8.7% | +65.8% | +56.9% |
| 6M | +67.7% | +28.5% | +39.1% | +20.5% |
| YTD | +179.2% | +25.1% | +154.1% | +107.0% |
| 1Y | +170.0% | +46.3% | +123.7% | +64.5% |
| 3Y | +66.4% | +154.9% | -88.6% | -51.9% |
| 5Y | +764.5% | +140.3% | +624.2% | +167.0% |
| 10Y | +358.5% | +377.0% | -18.5% | -24.1% |
| All | +330.8% | +478.1% | -147.3% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling