+76.4%
PBF vs ROIV
+362.8%
-286.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.7% | +2.6% |
| 7D | +4.3% | +9.2% | -4.9% | +3.5% |
| 30D | -21.8% | +19.9% | -41.7% | -23.1% |
| 3M | +1.7% | +10.6% | -8.9% | +0.4% |
| 6M | +69.8% | +36.1% | +33.7% | +62.6% |
| YTD | +167.7% | +84.3% | +83.5% | +137.4% |
| 1Y | +89.0% | +87.6% | +1.4% | +66.1% |
| All | +76.4% | +362.8% | -286.4% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling