+17.9%
RSP vs PBF
+82.2%
-64.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -0.8% |
| 7D | +1.8% | +3.8% | -2.0% | +1.8% |
| 30D | +3.5% | -22.2% | +25.6% | +3.0% |
| 3M | +0.2% | +1.3% | -1.0% | +0.3% |
| 6M | +9.1% | +69.0% | -59.9% | +10.5% |
| YTD | +16.6% | +166.5% | -149.9% | +15.2% |
| 1Y | +17.9% | +88.1% | -70.2% | +20.9% |
| All | +17.9% | +82.2% | -64.3% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling