+250.9%
PBF vs RMD
+347.3%
-96.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +6.5% | +2.1% | +4.4% | +5.9% |
| 30D | -20.0% | +2.1% | -22.1% | -20.8% |
| 3M | -3.3% | +6.2% | -9.6% | -5.5% |
| 6M | +76.8% | +19.4% | +57.4% | +65.6% |
| YTD | +168.9% | +0.5% | +168.4% | +163.4% |
| 1Y | +96.4% | -3.9% | +100.3% | +95.0% |
| 3Y | +77.2% | +72.5% | +4.7% | +40.8% |
| 5Y | +417.7% | -1.5% | +419.3% | +385.7% |
| All | +250.9% | +347.3% | -96.4% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling