+804.0%
PBF vs RMD
-21.0%
+825.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.6% |
| 7D | +2.4% | -4.5% | +6.8% | +2.9% |
| 30D | +24.9% | +4.6% | +20.3% | +24.1% |
| 3M | +81.9% | +14.8% | +67.1% | +77.6% |
| 6M | +79.4% | -12.1% | +91.4% | +82.5% |
| YTD | +188.3% | -7.5% | +195.8% | +190.4% |
| 1Y | +177.3% | -20.1% | +197.3% | +186.9% |
| 3Y | +56.0% | +53.9% | +2.1% | +43.7% |
| 5Y | +804.0% | -22.2% | +826.2% | +580.1% |
| All | +804.0% | -21.0% | +825.0% | +580.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling