+167.1%
RTX vs PBF
+735.5%
-568.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.2% |
| 7D | -3.1% | +2.4% | -5.5% | -3.3% |
| 30D | -10.6% | +24.9% | -35.4% | -12.1% |
| 3M | +11.6% | +81.9% | -70.2% | +6.0% |
| 6M | -4.5% | +79.4% | -83.9% | -9.8% |
| YTD | +9.6% | +188.3% | -178.7% | -1.8% |
| 1Y | +30.8% | +177.3% | -146.4% | +16.9% |
| 3Y | +152.8% | +56.0% | +96.8% | +134.0% |
| 5Y | +167.1% | +804.0% | -636.9% | +97.2% |
| All | +167.1% | +735.5% | -568.4% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling