+444.0%
RTX vs PBF
+303.9%
+140.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -5.2% | +4.3% | -9.5% | -5.8% |
| 30D | -9.4% | +22.0% | -31.4% | -12.3% |
| 3M | +12.3% | +74.5% | -62.2% | +1.8% |
| 6M | -3.1% | +67.7% | -70.8% | -12.7% |
| YTD | +10.7% | +179.2% | -168.5% | -9.0% |
| 1Y | +28.4% | +170.0% | -141.6% | +5.1% |
| 3Y | +147.1% | +66.4% | +80.7% | +110.6% |
| 5Y | +167.2% | +764.5% | -597.3% | +56.7% |
| 10Y | +274.7% | +358.5% | -83.8% | +102.0% |
| All | +444.0% | +303.9% | +140.2% | +190.1% |
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