+255.2%
PBF vs RMD
+349.2%
-94.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | -18.0% | +1.7% | -19.7% | -18.7% |
| 3M | +0.9% | +6.4% | -5.5% | -1.4% |
| 6M | +65.7% | +20.7% | +45.0% | +54.7% |
| YTD | +161.9% | -0.2% | +162.0% | +156.9% |
| 1Y | +77.8% | -4.5% | +82.3% | +76.9% |
| 3Y | +74.9% | +70.5% | +4.3% | +39.6% |
| 5Y | +423.4% | -1.6% | +425.0% | +390.8% |
| 10Y | +255.2% | +342.7% | -87.5% | +76.3% |
| All | +255.2% | +349.2% | -94.1% | +76.3% |
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