+334.9%
PBF vs RMBS
+554.0%
-219.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.5% |
| 7D | +2.3% | +1.2% | +1.1% | +1.9% |
| 30D | +11.6% | -11.5% | +23.0% | +15.2% |
| 3M | +81.7% | -38.2% | +119.9% | +105.0% |
| 6M | +96.4% | -4.8% | +101.2% | +77.1% |
| YTD | +189.5% | -7.1% | +196.6% | +155.2% |
| 1Y | +180.7% | +10.7% | +170.1% | +123.5% |
| 3Y | +56.6% | +54.5% | +2.1% | -6.5% |
| 5Y | +802.0% | +261.7% | +540.3% | +178.9% |
| All | +334.9% | +554.0% | -219.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling