+431.9%
RTX vs PBF
+277.8%
+154.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.1% |
| 7D | -3.2% | -7.4% | +4.2% | -2.1% |
| 30D | +5.6% | -17.5% | +23.0% | +8.4% |
| 3M | -11.7% | +13.1% | -24.8% | -14.0% |
| 6M | +12.3% | +72.6% | -60.3% | +1.3% |
| YTD | +8.2% | +161.2% | -153.0% | -10.6% |
| 1Y | +12.6% | +93.3% | -80.8% | -2.6% |
| 3Y | +152.8% | +80.7% | +72.2% | +111.4% |
| 5Y | +140.2% | +396.1% | -255.9% | +56.8% |
| 10Y | +273.8% | +252.3% | +21.5% | +107.7% |
| All | +431.9% | +277.8% | +154.1% | +184.9% |
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 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