+111.0%
PBF vs RMD
-1.9%
+112.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -5.0% |
| 7D | -0.9% | -3.9% | +3.0% | -1.2% |
| 30D | -13.7% | +7.9% | -21.6% | -11.6% |
| 3M | +10.6% | +8.1% | +2.5% | +13.3% |
| 6M | +61.2% | +15.5% | +45.7% | +68.2% |
| YTD | +172.7% | +0.7% | +172.1% | +182.6% |
| 1Y | +111.0% | -1.4% | +112.4% | +126.2% |
| All | +111.0% | -1.9% | +112.9% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling