+250.9%
PBF vs RMBS
+534.0%
-283.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.4% |
| 7D | +6.5% | +10.3% | -3.9% | +3.5% |
| 30D | -20.0% | -10.7% | -9.3% | -17.9% |
| 3M | -3.3% | -17.2% | +13.9% | +0.1% |
| 6M | +76.8% | -39.0% | +115.8% | +92.8% |
| YTD | +168.9% | -10.5% | +179.5% | +136.3% |
| 1Y | +96.4% | -11.0% | +107.3% | +71.5% |
| 3Y | +77.2% | +31.3% | +45.9% | +14.9% |
| 5Y | +417.7% | +242.8% | +175.0% | +63.8% |
| All | +250.9% | +534.0% | -283.1% | -32.4% |
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