+420.2%
RSP vs PBF
+303.9%
+116.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.8% | +4.3% | -5.1% | -1.3% |
| 30D | -0.3% | +22.0% | -22.3% | -3.0% |
| 3M | +4.3% | +74.5% | -70.2% | -3.7% |
| 6M | +8.8% | +67.7% | -58.9% | +0.1% |
| YTD | +15.3% | +179.2% | -163.9% | -1.6% |
| 1Y | +18.3% | +170.0% | -151.7% | +0.6% |
| 3Y | +52.8% | +66.4% | -13.6% | +34.4% |
| 5Y | +51.7% | +764.5% | -712.8% | -0.6% |
| 10Y | +208.5% | +358.5% | -150.1% | +86.5% |
| All | +420.2% | +303.9% | +116.4% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling