+330.8%
PBF vs RMD
+545.6%
-214.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +4.3% | -5.0% | +9.3% | +5.7% |
| 30D | +22.0% | +2.2% | +19.8% | +21.1% |
| 3M | +74.5% | +17.8% | +56.6% | +65.1% |
| 6M | +67.7% | -11.3% | +79.0% | +71.3% |
| YTD | +179.2% | -4.4% | +183.6% | +178.4% |
| 1Y | +170.0% | -15.7% | +185.7% | +179.8% |
| 3Y | +66.4% | +47.7% | +18.6% | +40.0% |
| 5Y | +764.5% | -19.2% | +783.7% | +767.5% |
| 10Y | +358.5% | +280.4% | +78.1% | +162.5% |
| All | +330.8% | +545.6% | -214.8% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling