+267.4%
RTX vs PBF
+260.7%
+6.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +4.8% | +6.5% | -1.7% | +3.7% |
| 30D | +6.5% | -20.0% | +26.5% | +10.0% |
| 3M | -9.6% | -3.3% | -6.3% | -9.9% |
| 6M | +12.3% | +76.8% | -64.5% | +0.4% |
| YTD | +9.5% | +168.9% | -159.5% | -10.9% |
| 1Y | +15.8% | +96.4% | -80.5% | -0.7% |
| 3Y | +157.0% | +77.2% | +79.8% | +113.9% |
| 5Y | +148.8% | +417.7% | -268.9% | +56.1% |
| All | +267.4% | +260.7% | +6.7% | +99.8% |
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