+804.0%
PBF vs ROP
-14.2%
+818.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +3.8% |
| 7D | +2.4% | -5.4% | +7.8% | +3.4% |
| 30D | +24.9% | -1.6% | +26.5% | +25.1% |
| 3M | +81.9% | +18.8% | +63.0% | +72.7% |
| 6M | +79.4% | +8.2% | +71.2% | +74.5% |
| YTD | +188.3% | -10.5% | +198.8% | +194.2% |
| 1Y | +177.3% | -23.7% | +201.0% | +197.5% |
| 3Y | +56.0% | -17.9% | +73.9% | +63.8% |
| 5Y | +804.0% | -15.3% | +819.4% | +814.6% |
| All | +804.0% | -14.2% | +818.2% | +814.6% |
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 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