+420.4%
PBF vs ROIV
+380.3%
+40.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.5% |
| 7D | +6.5% | +1.7% | +4.8% | +6.3% |
| 30D | -20.0% | +17.6% | -37.6% | -21.0% |
| 3M | -3.3% | +9.0% | -12.3% | -4.2% |
| 6M | +76.8% | +35.3% | +41.5% | +71.8% |
| YTD | +168.9% | +82.2% | +86.8% | +153.0% |
| 1Y | +96.4% | +92.3% | +4.1% | +83.5% |
| 3Y | +77.2% | +336.8% | -259.6% | +52.9% |
| All | +420.4% | +380.3% | +40.1% | +302.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling