+264.9%
ROK vs PBF
+259.1%
+5.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +6.1% | +4.3% | +1.8% | +5.4% |
| 30D | -6.5% | -21.8% | +15.3% | -3.4% |
| 3M | -10.2% | +1.7% | -11.9% | -11.0% |
| 6M | -10.6% | +69.8% | -80.4% | -18.3% |
| YTD | +4.9% | +167.7% | -162.8% | -12.2% |
| 1Y | +3.8% | +89.0% | -85.1% | -8.6% |
| 3Y | +63.5% | +78.8% | -15.3% | +39.9% |
| 5Y | +30.9% | +415.4% | -384.5% | -10.2% |
| All | +264.9% | +259.1% | +5.8% | +130.1% |
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