+176.0%
PBF vs RVMD
+374.0%
-198.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | +2.3% | -3.6% | +5.9% | +2.4% |
| 30D | +11.6% | -1.1% | +12.6% | +11.5% |
| 3M | +81.7% | +41.0% | +40.7% | +80.7% |
| 6M | +96.4% | +105.7% | -9.3% | +92.7% |
| YTD | +189.5% | +155.3% | +34.2% | +180.0% |
| All | +176.0% | +374.0% | -198.0% | +220.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling