+281.9%
PBF vs ROP
+361.6%
-79.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.6% |
| 7D | -15.3% | +0.2% | -15.5% | -15.7% |
| 30D | -21.8% | +30.3% | -52.1% | -34.9% |
| 3M | -0.2% | +17.8% | -18.0% | -11.9% |
| 6M | +63.6% | +38.9% | +24.7% | +26.0% |
| YTD | +147.5% | +7.6% | +139.9% | +125.1% |
| 1Y | +69.8% | +6.5% | +63.3% | +55.4% |
| 3Y | +65.3% | -6.3% | +71.6% | +61.5% |
| 5Y | +393.4% | +0.9% | +392.5% | +334.1% |
| 10Y | +240.3% | +180.7% | +59.6% | +34.9% |
| All | +281.9% | +361.6% | -79.7% | +15.0% |
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