+331.7%
PBF vs RMBS
+571.6%
-240.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.4% | +3.5% | -2.1% | +0.3% |
| 30D | +15.8% | -8.6% | +24.4% | +18.5% |
| 3M | +90.3% | -40.3% | +130.6% | +116.7% |
| 6M | +102.8% | -1.0% | +103.8% | +80.6% |
| YTD | +187.3% | -4.6% | +191.9% | +151.4% |
| 1Y | +161.8% | +17.6% | +144.3% | +103.8% |
| 3Y | +55.5% | +58.6% | -3.2% | -7.9% |
| 5Y | +801.9% | +270.9% | +531.0% | +177.0% |
| All | +331.7% | +571.6% | -240.0% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling