+395.3%
PBF vs ROP
+1.4%
+393.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -13.8% | +2.1% | -15.9% | -14.2% |
| 30D | -19.6% | +32.9% | -52.5% | -23.8% |
| 3M | +10.3% | +20.3% | -10.1% | +6.1% |
| 6M | +63.4% | +36.8% | +26.7% | +51.3% |
| YTD | +152.6% | +8.1% | +144.5% | +148.3% |
| 1Y | +87.4% | +8.3% | +79.1% | +84.0% |
| 3Y | +63.3% | -3.2% | +66.5% | +66.5% |
| All | +395.3% | +1.4% | +393.9% | +382.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling