-34.4%
RKT vs PBF
+172.0%
-206.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.8% |
| 7D | -1.0% | +1.4% | -2.3% | -0.7% |
| 30D | -2.4% | +15.8% | -18.2% | +0.3% |
| 3M | +1.9% | +90.3% | -88.4% | +15.7% |
| 6M | -13.9% | +102.8% | -116.7% | -2.4% |
| YTD | -30.6% | +187.3% | -218.0% | -22.3% |
| 1Y | -34.4% | +161.8% | -196.2% | -24.6% |
| All | -34.4% | +172.0% | -206.4% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling