+194.8%
PBF vs RVMD
+644.5%
-449.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +22.0% | +6.4% | +15.5% | +20.2% |
| 3M | +74.5% | +34.9% | +39.6% | +63.2% |
| 6M | +67.7% | +107.6% | -39.9% | +38.8% |
| YTD | +179.2% | +163.7% | +15.5% | +115.6% |
| 1Y | +170.0% | +439.2% | -269.2% | +74.0% |
| 3Y | +66.4% | +499.2% | -432.8% | -3.4% |
| 5Y | +764.5% | +621.7% | +142.8% | +319.2% |
| All | +194.8% | +644.5% | -449.7% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling