+63.6%
RIG vs PBF
+778.8%
-715.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -8.2% | +1.4% | -9.6% | -8.9% |
| 30D | -0.2% | +15.8% | -16.0% | -8.2% |
| 3M | -2.7% | +90.3% | -93.0% | -32.1% |
| 6M | -7.5% | +102.8% | -110.3% | -39.2% |
| YTD | +38.3% | +187.3% | -149.1% | -27.2% |
| 1Y | +81.8% | +161.8% | -80.0% | -1.4% |
| 3Y | -30.2% | +55.5% | -85.7% | -52.7% |
| All | +63.6% | +778.8% | -715.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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