+396.1%
PBF vs RMD
-6.0%
+402.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | -7.4% | +1.2% | -8.6% | -7.5% |
| 30D | -17.5% | +2.5% | -19.9% | -17.9% |
| 3M | +13.1% | +11.5% | +1.6% | +11.1% |
| 6M | +72.6% | +14.7% | +58.0% | +67.9% |
| YTD | +161.2% | -1.3% | +162.5% | +160.4% |
| 1Y | +93.3% | -5.3% | +98.6% | +94.3% |
| 3Y | +80.7% | +68.8% | +11.9% | +60.8% |
| 5Y | +396.1% | -5.9% | +402.0% | +418.4% |
| All | +396.1% | -6.0% | +402.1% | +418.4% |
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