+330.8%
PBF vs ROP
+295.3%
+35.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +1.1% |
| 7D | +4.3% | -4.4% | +8.7% | +7.4% |
| 30D | +22.0% | +3.2% | +18.7% | +18.9% |
| 3M | +74.5% | +23.1% | +51.4% | +47.7% |
| 6M | +67.7% | +13.3% | +54.4% | +49.6% |
| YTD | +179.2% | -7.9% | +187.0% | +184.8% |
| 1Y | +170.0% | -22.1% | +192.1% | +208.9% |
| 3Y | +66.4% | -16.8% | +83.2% | +76.4% |
| 5Y | +764.5% | -13.5% | +778.0% | +749.9% |
| 10Y | +358.5% | +137.7% | +220.8% | +106.0% |
| All | +330.8% | +295.3% | +35.5% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling