+289.8%
PBF vs ROP
+363.7%
-73.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | +0.3% |
| 7D | -13.8% | +2.1% | -15.9% | -15.3% |
| 30D | -19.6% | +32.9% | -52.5% | -33.9% |
| 3M | +10.3% | +20.3% | -10.1% | -4.0% |
| 6M | +63.4% | +36.8% | +26.7% | +27.3% |
| YTD | +152.6% | +8.1% | +144.5% | +129.2% |
| 1Y | +87.4% | +8.3% | +79.1% | +69.5% |
| 3Y | +63.3% | -3.2% | +66.5% | +55.6% |
| 5Y | +412.5% | +1.7% | +410.8% | +348.7% |
| 10Y | +282.5% | +199.2% | +83.3% | +45.0% |
| All | +289.8% | +363.7% | -73.9% | +17.1% |
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