+177.3%
PBF vs ROP
-23.1%
+200.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +2.7% |
| 7D | +2.4% | -5.4% | +7.8% | +1.3% |
| 30D | +24.9% | -1.6% | +26.5% | +24.6% |
| 3M | +81.9% | +18.8% | +63.0% | +84.7% |
| 6M | +79.4% | +8.2% | +71.2% | +78.6% |
| YTD | +188.3% | -10.5% | +198.8% | +145.9% |
| 1Y | +177.3% | -23.7% | +201.0% | +107.0% |
| All | +177.3% | -23.1% | +200.4% | +107.0% |
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