+59.6%
PBF vs ROP
-15.8%
+75.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.9% |
| 7D | +4.3% | -4.4% | +8.7% | +4.8% |
| 30D | +22.0% | +3.2% | +18.7% | +21.4% |
| 3M | +74.5% | +23.1% | +51.4% | +66.6% |
| 6M | +67.7% | +13.3% | +54.4% | +62.8% |
| YTD | +179.2% | -7.9% | +187.0% | +183.2% |
| 1Y | +170.0% | -22.1% | +192.1% | +190.2% |
| All | +59.6% | -15.8% | +75.5% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling