+204.4%
RSP vs PBF
+354.3%
-149.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.4% |
| 7D | -0.4% | +2.4% | -2.8% | -0.7% |
| 30D | -1.5% | +24.9% | -26.4% | -4.4% |
| 3M | +4.8% | +81.9% | -77.1% | -3.6% |
| 6M | +10.3% | +79.4% | -69.1% | +0.6% |
| YTD | +14.1% | +188.3% | -174.2% | -2.9% |
| 1Y | +17.0% | +177.3% | -160.2% | -0.7% |
| 3Y | +54.2% | +56.0% | -1.8% | +37.0% |
| 5Y | +51.5% | +804.0% | -752.5% | -1.5% |
| 10Y | +204.4% | +334.1% | -129.7% | +90.0% |
| All | +204.4% | +354.3% | -149.9% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling