+348.5%
ROK vs PBF
+374.8%
-26.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -1.2% | +5.3% | -6.6% | -2.0% |
| 30D | -4.8% | +11.7% | -16.5% | -6.4% |
| 3M | -6.1% | +91.1% | -97.2% | -14.9% |
| 6M | +15.5% | +88.4% | -72.9% | +3.6% |
| YTD | +11.2% | +194.1% | -182.9% | -7.7% |
| 1Y | +23.8% | +180.4% | -156.6% | +2.8% |
| 3Y | +53.1% | +59.3% | -6.2% | +33.8% |
| 5Y | +48.3% | +816.3% | -768.0% | -7.7% |
| All | +348.5% | +374.8% | -26.3% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling