+215.6%
RSP vs PBF
+299.9%
-84.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.9% |
| 7D | +0.4% | -7.4% | +7.8% | +1.3% |
| 30D | +3.7% | -17.5% | +21.2% | +5.9% |
| 3M | +0.8% | +13.1% | -12.4% | -1.5% |
| 6M | +9.1% | +72.6% | -63.6% | +0.3% |
| YTD | +16.7% | +161.2% | -144.5% | 0.0% |
| 1Y | +19.7% | +93.3% | -73.6% | +6.5% |
| 3Y | +66.7% | +80.7% | -14.0% | +44.3% |
| 5Y | +48.7% | +396.1% | -347.4% | +5.6% |
| 10Y | +215.6% | +252.3% | -36.7% | +100.8% |
| All | +215.6% | +299.9% | -84.3% | +100.8% |
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