-9.7%
RKT vs PBF
+817.4%
-827.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.7% |
| 7D | -1.0% | +1.4% | -2.3% | -1.0% |
| 30D | -2.4% | +15.8% | -18.2% | -2.7% |
| 3M | +1.9% | +90.3% | -88.4% | +0.3% |
| 6M | -13.9% | +102.8% | -116.7% | -16.1% |
| YTD | -30.6% | +187.3% | -218.0% | -34.4% |
| 1Y | -34.4% | +161.8% | -196.2% | -37.7% |
| 3Y | +38.2% | +55.5% | -17.3% | +34.9% |
| 5Y | -9.7% | +801.9% | -811.6% | -24.0% |
| All | -9.7% | +817.4% | -827.0% | -24.0% |
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