+63.3%
PBF vs ROIV
+314.9%
-251.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.5% |
| 7D | -13.8% | +5.3% | -19.1% | -14.1% |
| 30D | -19.6% | +11.9% | -31.5% | -20.5% |
| 3M | +10.3% | +10.7% | -0.5% | +8.6% |
| 6M | +63.4% | +34.9% | +28.5% | +56.2% |
| YTD | +152.6% | +79.2% | +73.5% | +123.7% |
| 1Y | +87.4% | +89.0% | -1.7% | +62.5% |
| 3Y | +63.3% | +337.3% | -274.1% | +5.0% |
| All | +63.3% | +314.9% | -251.7% | +5.0% |
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