+875.8%
PBF vs ROIV
+270.3%
+605.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.3% |
| 3M | +10.3% | +10.7% | -0.5% | +9.2% |
| 6M | +63.4% | +34.9% | +28.5% | +59.2% |
| YTD | +152.6% | +79.2% | +73.5% | +139.1% |
| 1Y | +87.4% | +89.0% | -1.7% | +76.2% |
| 3Y | +63.3% | +337.3% | -274.1% | +42.6% |
| 5Y | +412.5% | +402.3% | +10.1% | +316.9% |
| All | +875.8% | +270.3% | +605.5% | +570.1% |
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