+362.2%
PBF vs RMD
+269.7%
+92.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.4% | -4.7% | +6.1% | +2.7% |
| 30D | +15.8% | +0.2% | +15.6% | +15.6% |
| 3M | +90.3% | +12.0% | +78.3% | +82.6% |
| 6M | +102.8% | -12.5% | +115.3% | +107.9% |
| YTD | +187.3% | -7.9% | +195.3% | +189.5% |
| 1Y | +161.8% | -20.4% | +182.2% | +176.1% |
| 3Y | +55.5% | +53.1% | +2.4% | +28.3% |
| 5Y | +801.9% | -22.1% | +824.0% | +821.0% |
| 10Y | +362.2% | +275.4% | +86.8% | +145.3% |
| All | +362.2% | +269.7% | +92.5% | +145.3% |
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