+801.9%
PBF vs RVMD
+591.3%
+210.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +15.8% | +0.3% | +15.5% | +15.7% |
| 3M | +90.3% | +38.9% | +51.4% | +83.4% |
| 6M | +102.8% | +108.1% | -5.3% | +84.2% |
| YTD | +187.3% | +160.7% | +26.6% | +152.1% |
| 1Y | +161.8% | +407.3% | -245.4% | +110.2% |
| 3Y | +55.5% | +546.6% | -491.1% | +16.7% |
| 5Y | +801.9% | +579.8% | +222.1% | +599.6% |
| All | +801.9% | +591.3% | +210.6% | +599.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling