+362.2%
PBF vs ROP
+132.1%
+230.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | +1.4% | -6.1% | +7.5% | +5.5% |
| 30D | +15.8% | -3.4% | +19.2% | +17.8% |
| 3M | +90.3% | +16.7% | +73.6% | +66.9% |
| 6M | +102.8% | +8.1% | +94.8% | +86.5% |
| YTD | +187.3% | -11.7% | +199.0% | +201.9% |
| 1Y | +161.8% | -24.2% | +186.1% | +205.9% |
| 3Y | +55.5% | -19.0% | +74.4% | +67.2% |
| 5Y | +801.9% | -15.9% | +817.8% | +796.7% |
| 10Y | +362.2% | +135.7% | +226.5% | +99.6% |
| All | +362.2% | +132.1% | +230.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling