+978.4%
PBF vs ROIV
+232.7%
+745.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +22.0% | +1.0% | +21.0% | +21.8% |
| 3M | +74.5% | +18.3% | +56.2% | +72.1% |
| 6M | +67.7% | +18.3% | +49.4% | +64.9% |
| YTD | +179.2% | +61.0% | +118.2% | +166.8% |
| 1Y | +170.0% | +177.9% | -7.9% | +145.2% |
| 3Y | +66.4% | +199.1% | -132.7% | +48.7% |
| 5Y | +764.5% | +250.7% | +513.8% | +553.1% |
| All | +978.4% | +232.7% | +745.7% | +647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling