+42.1%
RKT vs PBF
+62.4%
-20.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -1.6% |
| 7D | +6.0% | +2.4% | +3.6% | +6.1% |
| 30D | +0.7% | +24.9% | -24.2% | +1.6% |
| 3M | +11.8% | +81.9% | -70.0% | +14.5% |
| 6M | -7.6% | +79.4% | -87.0% | -5.6% |
| YTD | -28.7% | +188.3% | -217.0% | -29.3% |
| 1Y | -32.6% | +177.3% | -209.8% | -33.0% |
| 3Y | +42.1% | +56.0% | -13.9% | +40.2% |
| All | +42.1% | +62.4% | -20.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling