+69.8%
PBF vs ROIV
+104.3%
-34.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.1% |
| 7D | -15.3% | +14.3% | -29.6% | -13.5% |
| 30D | -21.8% | +16.2% | -38.0% | -19.8% |
| 3M | -0.2% | +15.1% | -15.3% | +2.4% |
| 6M | +63.6% | +44.2% | +19.4% | +74.5% |
| YTD | +147.5% | +89.8% | +57.7% | +167.5% |
| 1Y | +69.8% | +94.6% | -24.7% | +86.2% |
| All | +69.8% | +104.3% | -34.5% | +86.2% |
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