+210.5%
PBF vs RVMD
+622.3%
-411.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +5.3% | -3.0% | +8.3% | +6.0% |
| 30D | +11.7% | -0.7% | +12.5% | +11.7% |
| 3M | +91.1% | +36.5% | +54.5% | +78.5% |
| 6M | +88.4% | +104.6% | -16.2% | +56.4% |
| YTD | +194.1% | +155.8% | +38.2% | +128.5% |
| 1Y | +180.4% | +340.7% | -160.3% | +90.1% |
| 3Y | +59.3% | +519.9% | -460.6% | -8.5% |
| 5Y | +816.3% | +584.9% | +231.3% | +351.3% |
| All | +210.5% | +622.3% | -411.8% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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