-48.9%
RBLX vs PBF
+785.3%
-834.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +8.1% | +2.3% | +5.8% | +7.9% |
| 30D | +23.9% | +11.6% | +12.4% | +22.7% |
| 3M | +8.1% | +81.7% | -73.6% | +2.2% |
| 6M | -23.7% | +96.4% | -120.2% | -29.0% |
| YTD | -44.6% | +189.5% | -234.1% | -50.8% |
| 1Y | -66.2% | +180.7% | -247.0% | -70.1% |
| 3Y | +54.7% | +56.6% | -1.9% | +41.5% |
| 5Y | -48.9% | +802.0% | -850.9% | -65.7% |
| All | -48.9% | +785.3% | -834.3% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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