+330.8%
PBF vs RMBS
+1,549.8%
-1,219.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +22.0% | -12.2% | +34.1% | +25.7% |
| 3M | +74.5% | -49.5% | +124.0% | +105.4% |
| 6M | +67.7% | -7.1% | +74.8% | +55.0% |
| YTD | +179.2% | -7.0% | +186.2% | +151.3% |
| 1Y | +170.0% | +13.3% | +156.7% | +121.1% |
| 3Y | +66.4% | +49.2% | +17.1% | +11.0% |
| 5Y | +764.5% | +250.0% | +514.5% | +269.8% |
| 10Y | +358.5% | +495.1% | -136.6% | +49.7% |
| All | +330.8% | +1,549.8% | -1,219.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling