+96.4%
PBF vs ROP
+6.9%
+89.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.5% |
| 7D | +6.5% | +0.7% | +5.7% | +6.5% |
| 30D | -20.0% | +28.8% | -48.8% | -17.9% |
| 3M | -3.3% | +21.1% | -24.4% | -2.0% |
| 6M | +76.8% | +52.5% | +24.3% | +76.8% |
| YTD | +168.9% | +8.9% | +160.1% | +135.6% |
| 1Y | +96.4% | +8.2% | +88.1% | +71.9% |
| All | +96.4% | +6.9% | +89.5% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling