+83.3%
RKT vs PBF
+69.3%
+14.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.4% | -5.1% |
| 7D | +4.6% | -15.3% | +19.9% | +3.8% |
| 30D | +25.9% | -21.8% | +47.7% | +24.5% |
| 3M | +5.0% | -0.2% | +5.2% | +5.3% |
| 6M | -7.9% | +63.6% | -71.5% | -5.5% |
| YTD | -25.4% | +147.5% | -172.9% | -25.6% |
| 1Y | -15.4% | +69.8% | -85.2% | -13.8% |
| 3Y | +83.3% | +65.3% | +18.0% | +71.7% |
| All | +83.3% | +69.3% | +14.0% | +71.7% |
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 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