+3.8%
ROK vs PBF
+83.1%
-79.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.4% |
| 7D | +6.1% | +4.3% | +1.8% | +6.1% |
| 30D | -6.5% | -21.8% | +15.3% | -7.5% |
| 3M | -10.2% | +1.7% | -11.9% | -9.8% |
| 6M | -10.6% | +69.8% | -80.4% | -6.2% |
| YTD | +4.9% | +167.7% | -162.8% | +8.3% |
| 1Y | +3.8% | +89.0% | -85.1% | +9.0% |
| All | +3.8% | +83.1% | -79.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling