+111.0%
PBF vs ROIV
+97.8%
+13.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.1% | -12.7% | -5.8% |
| 7D | -0.9% | +3.0% | -3.9% | -0.4% |
| 30D | -13.7% | +6.8% | -20.6% | -12.5% |
| 3M | +10.6% | +10.5% | +0.1% | +12.6% |
| 6M | +61.2% | +34.8% | +26.4% | +69.5% |
| YTD | +172.7% | +76.2% | +96.5% | +187.6% |
| 1Y | +111.0% | +92.4% | +18.6% | +121.1% |
| All | +111.0% | +97.8% | +13.2% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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