+430.9%
RSP vs PBF
+278.8%
+152.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.1% |
| 7D | -0.3% | -4.0% | +3.7% | +0.2% |
| 30D | +4.4% | -18.0% | +22.4% | +6.7% |
| 3M | +1.3% | +0.9% | +0.3% | +0.4% |
| 6M | +10.0% | +65.7% | -55.7% | +1.6% |
| YTD | +17.6% | +161.9% | -144.2% | +0.6% |
| 1Y | +19.2% | +77.8% | -58.6% | +7.2% |
| 3Y | +66.0% | +74.9% | -8.8% | +44.3% |
| 5Y | +50.4% | +423.4% | -373.0% | +6.3% |
| 10Y | +215.7% | +255.2% | -39.5% | +97.3% |
| All | +430.9% | +278.8% | +152.1% | +211.0% |
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 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